Enhanced multi‐index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems

DOI10.1002/NLA.2281MaRDI QIDQ4994546zbMATH OpenOpenAlexWikidataFDO

Authors Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle

Publication date 18 June 2021

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.12334

zbMATH Keywords

anisotropic diffusion problemsmulti-index Monte Carlomultiple semicoarsened multigrid

Mathematics Subject Classification ID

Graph theory (05Cxx) Graph theory (including graph drawing) in computer science (68R10)

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Cited in

(2)

• Enhanced Multi-Index Monte Carlo by means of Multiple Semi-Coarsened Multigrid for Anisotropic Diffusion Problems
• Optimized partial semicoarsening multigrid algorithm for heat diffusion problems and anisotropic grids

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