A Massively Parallel Implementation of Multilevel Monte Carlo for Finite Element Models.
Santiago BadiaJerrad HamptonJavier PrincipePublished in: CoRR (2021)
Keyphrases
- monte carlo
- massively parallel
- finite element model
- parallel computers
- fine grained
- monte carlo simulation
- parallel computing
- markov chain
- finite element
- importance sampling
- particle filter
- adaptive sampling
- monte carlo tree search
- matrix inversion
- monte carlo methods
- graphics processing units
- point processes
- markovian decision
- temporal difference
- variance reduction
- numerical simulations
- genetic algorithm
- multi view
- quasi monte carlo
- search algorithm