Optimized Multilevel Sampling Methods under Resource Constraints

DOI10.48550/ARXIV.2608.25958MaRDI QIDQ7285205arXivFDO

Authors Niklas Baumgarten

Publication date 26 August 2026

Published in arXiv

Tldr We present algorithms to optimize multilevel methods under resource constraints, specifically budgeted MLMC and MLSGD, which can be used for UQ and OC under uncertainty on HPC systems.

Full work available at URL https://doi.org/10.48550/ARXIV.2608.25958

arXiv classification

math.NA

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