On Dynamic Parallelization of Multilevel Monte Carlo Algorithm
MultiLevel Monte Carlo (MLMC) attracts great interest for numerical simulations of Stochastic Partial Differential Equations (SPDEs), due to its superiority over the standard Monte Carlo (MC) approach. MLMC combines in a proper manner many cheap fast simulations with few slow and expensive ones, the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2020-12-01
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| Series: | Cybernetics and Information Technologies |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/cait-2020-0066 |