The necessity of dealing with uncertainties is growing in many different fields of science and engineering. Due to the constant development of computational capabilities, current solvers must satisfy both statistical accuracy and computational efficiency. The aim of this work is to introduce an asynchronous framework for Monte Carlo and Multilevel Monte Carlo methods to achieve such a result. The proposed approach presents the same reliability of state of the art techniques, and aims at improving the computational efficiency by adding a new level of parallelism with respect to existing algorithms: between batches, where each batch owns its hierarchy and is independent from the others. Two different numerical problems are considered and solved in a supercomputer to show the behavior of the proposed approach.

Full document

The PDF file did not load properly or your web browser does not support viewing PDF files. Download directly to your device: Download PDF document
Back to Top

Document information

Published on 01/01/2021

DOI: 10.1007/s10915-021-01598-6
Licence: CC BY-NC-SA license

Document Score


Views 6
Recommendations 0

Share this document

claim authorship

Are you one of the authors of this document?