A massively parallel implementation of multilevel Monte Carlo for finite element models.
Santiago BadiaJerrad HamptonJavier PrincipePublished in: Math. Comput. Simul. (2023)
Keyphrases
- monte carlo
- massively parallel
- finite element model
- parallel computers
- markov chain
- fine grained
- importance sampling
- monte carlo simulation
- particle filter
- monte carlo tree search
- parallel computing
- monte carlo methods
- graphics processing units
- adaptive sampling
- finite element
- temporal difference
- processing elements
- markovian decision
- quasi monte carlo
- special case
- parallel architectures
- parallel machines
- experimental data
- point processes