Work

A fault tolerant implementation of Multi-Level Monte Carlo methods

Year: 2013

Type: report

Abstract: The theory behind fault tolerant multi-level Monte Carlo (FT-MLMC) methods was recently developed and tested.These tests were made without a real fault tolerant implementation.We implemented a MPI-parallelized fault tolerant MLMC version of an existing parallel MLMC code (ALSVID-UQ).It is based on the User Level Failure Mitigation, a fault tolerant extension of MPI.We confirm our FT-MLMC theory by means of simulations of the two-dimensional stochastic Euler equations of gas dynamics.

Source: Repository for Publications and Research Data (ETH Zurich)

DOI: 10.3929/ethz-a-009922757

Authors: Pauli, Stefan, Arbenz, Peter, Kohler, Manuel

Institution: ETH Zurich

Language: English

Topic: Probabilistic and Robust Engineering Design

Subfield: Computational Mechanics

Field: Engineering

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W2168405877

Cites: 13

Cited by: 25

Related to: 10