Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Nikolay Shegunov"'
Autor:
Ivan Hristov, Radoslava Hristova, Stefka Dimova, Petar Armyanov, Nikolay Shegunov, Igor Puzynin, Taisia Puzynina, Zarif Sharipov, Zafar Tukhliev
Publikováno v:
Advanced Computing in Industrial Mathematics ISBN: 9783031209505
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e9ca88e5d90821c49638bdebdab68be9
https://doi.org/10.1007/978-3-031-20951-2_6
https://doi.org/10.1007/978-3-031-20951-2_6
Autor:
Nikolay Shegunov, Oleg Iliev
Publikováno v:
Cybernetics and Information Technologies. 20:116-125
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9e6545a950baf6175d7d3d5c00f826ad
https://doi.org/10.2478/cait-2020-0066
https://doi.org/10.2478/cait-2020-0066
Autor:
Peter Bastian, Mirco Altenbernd, Nils-Arne Dreier, Christian Engwer, Jorrit Fahlke, René Fritze, Markus Geveler, Dominik Göddeke, Oleg Iliev, Olaf Ippisch, Jan Mohring, Steffen Müthing, Mario Ohlberger, Dirk Ribbrock, Nikolay Shegunov, Stefan Turek
Publikováno v:
Software for Exascale Computing-SPPEXA 2016-2019 ISBN: 9783030479558
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::66fb9a3b25c80f244740f370ea8f9e8c
https://doi.org/10.1007/978-3-030-47956-5_9
https://doi.org/10.1007/978-3-030-47956-5_9
Publikováno v:
Large-Scale Scientific Computing ISBN: 9783030410315
LSSC
LSSC
In this work, we developed and investigated Monte Carlo algorithms for elliptic PDEs with random coefficients. We considered groundwater flow as a model problem, where a permeability field represents random coefficients. The computational complexity
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f3c5ad74af1e5a1dd9908affba54d52
https://doi.org/10.1007/978-3-030-41032-2_53
https://doi.org/10.1007/978-3-030-41032-2_53
Publikováno v:
Large-Scale Scientific Computing ISBN: 9783319734408
LSSC
LSSC
Previously the authors have presented MLMC algorithms exploiting Multiscale Finite Elements and Reduced Bases as a basis for the coarser levels in the MLMC algorithm. In this paper a Renormalization based Multilevel Monte Carlo algorithm is discussed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::74704a7c141dd9a5697a3941c5d36943
https://doi.org/10.1007/978-3-319-73441-5_31
https://doi.org/10.1007/978-3-319-73441-5_31