Parallel Multilevel Monte Carlo Algorithms for Elliptic PDEs with Random Coefficients.
Petr ZakharovOleg IlievJan MohringNikolay ShegunovPublished in: LSSC (2019)
Keyphrases
- monte carlo
- monte carlo methods
- matrix inversion
- stochastic approximation
- partial differential equations
- monte carlo tree search
- markov chain
- monte carlo method
- computational complexity
- importance sampling
- monte carlo simulation
- computational cost
- wavelet coefficients
- learning algorithm
- parallel architectures
- linear combination
- feature space
- quasi monte carlo