References

Monte-Carlo methods

  1. Giles, M. B. Multilevel Monte Carlo methods. Acta Numerica, Cambridge University Press, 2015, 24, 259-328

  2. Collier, N.; Haji-Ali, A.-L.; Nobile, F.; von Schwerin, E.; Tempone, R. A continuation multilevel Monte Carlo algorithm. BIT Numerical Mathematics, 2015, 55, 399-432

  3. Krumscheid, S.; Nobile, F.; Pisaroni, M. Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation. Journal of Computational Physics, 2020, 109466.

  4. Krumscheid, S.; Nobile, F. Multilevel Monte Carlo Approximation of Functions. SIAM/ASA Journal on Uncertainty Quantification8, 2018, 6, 1256-1293.

Distributed computing

  1. Badia, R. M.; Conejero, J.; Diaz, C.; Ejarque, J.; Lezzi, D.; Lordan, F.; Ramon-Cortes, C.; Sirvent, R. COMP Superscalar, an interoperable programming framework. SoftwareX, 2015, 3--4

  2. Tejedor, E.; Becerra, Y.; Alomar, G.; Queralt, A.; Badia, R. M.; Torres, J.; Cortes, T.; Labarta, J. PyCOMPSs: Parallel computational workflows in Python. International Journal of High Performance Computing Applications, 2017, 31, 66-82