A fault tolerant implementation of Multi-Level Monte Carlo methods

Stefan Pauli, Manuel Kohler, Peter Arbenz. A fault tolerant implementation of Multi-Level Monte Carlo methods. In Michael Bader, Arndt Bode, Hans-Joachim Bungartz, Michael Gerndt, Gerhard R. Joubert, Frans J. Peters, editors, Parallel Computing: Accelerating Computational Science and Engineering (CSE), Proceedings of the International Conference on Parallel Computing, ParCo 2013, 10-13 September 2013, Garching (near Munich), Germany. Volume 25 of Advances in Parallel Computing, pages 471-480, IOS Press, 2013. [doi]

Authors

Stefan Pauli

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Manuel Kohler

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Peter Arbenz

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