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A Parallel Dynamic Asynchronous Framework for Uncertainty Quantification by Hierarchical Monte Carlo Algorithms
16 references·0 citing·37 second hop
A Parallel Dynamic Asynchronous Framework for Uncertainty Quantification by Hierarchical Monte Carlo Algorithms (2021)A Parallel Dynamic Asynchronous Framework…Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation (2020)Quantifying uncertain system …Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods (2017)Scheduling Massively Parallel…A Continuation Multi Level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics (2017)A Continuation Multi Level Mo…Engineering Decisions under Risk Averseness (2015)Engineering Decisions under R…An Introduction to Computational Stochastic PDEs (2014)An Introduction to Computatio…A continuation multilevel Monte Carlo algorithm (2014)A continuation multilevel Mon…Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data (2012)Sparse tensor multi-level Mon…Multilevel Monte Carlo Finite Volume Methods for Shallow Water Equations with Uncertain Topography in Multi-dimensions (2012)Multilevel Monte Carlo Finite…Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions (2012)Multi-level Monte Carlo finit…Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (2011)Multilevel Monte Carlo method…DAKOTA : a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis. Version 5.0, user's manual. 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References

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  • 2008Multilevel Monte Carlo Path Simulation1,436 cited
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  • 2012Multilevel Monte Carlo Finite Volume Methods for Shallow Water Equations with Uncertain Topography in Multi-dimensions

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48 cited
  • 2020Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation38 cited
  • 2017Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods37 cited
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