Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods

12 references·7 citing·29 second hop

FromToDepth

this work references cited by second hop

References

1991Stochastic Finite Elements: A Spectral Approach5,753 cited
2002The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations4,821 cited
2011An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach2,705 cited
2008Multilevel Monte Carlo Path Simulation1,436 cited
2011Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients490 cited
2011Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients296 cited
2013Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients196 cited
2013Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods187 cited
2011Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications160 cited
2014A continuation multilevel Monte Carlo algorithm121 cited
2009Multilevel quasi-Monte Carlo path simulation92 cited
2016A Multilevel Monte Carlo Method for Computing Failure Probabilities46 cited

Cited by

2018Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes33 cited
2018A multigrid multilevel Monte Carlo method for transport in the Darcy–Stokes system

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

28 cited

2022A Multigrid Multilevel Monte Carlo Method for Stokes–Darcy Model with Random Hydraulic Conductivity and Beavers–Joseph Condition16 cited

2019Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method14 cited

2022Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes: Scalable hierarchical PDE sampler using nonmatching meshes14 cited

2021A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model13 cited

2021A Parallel Dynamic Asynchronous Framework for Uncertainty Quantification by Hierarchical Monte Carlo Algorithms9 cited