Multi-level Monte Carlo acceleration of computations on multi-layer materials with random defects

arXiv1611.09784MaRDI QIDQ6280280FDOQ6280280

Authors: Petr Plecháč, Erik von Schwerin 

Publication date: 29 November 2016

Abstract: We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models of a single layer of graphene or of $Mo{S}_2$ where the integrated electron density of states per unit area is taken as a representative quantity of interest. For the chosen test problems the multi-level Monte Carlo estimators significantly reduce the computational time of standard Monte Carlo estimators to obtain a given accuracy.

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