83 citations · 225 across the 11 of their papers we have counts for
4 papers · 1 filter
Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients
Michael B. Giles, Frances Y. Kuo, Ian H. Sloan
Building on previous research which generalized multilevel Monte Carlo methods using either sparse grids or Quasi-Monte Carlo methods, this paper considers the combination of all t…
Beyond 16GB: Out-of-Core Stencil Computations
Istvan Z Reguly, Gihan R Mudalige, Michael B Giles
Stencil computations are a key class of applications, widely used in the scientific computing community, and a class that has particularly benefited from performance improvements o…
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI
Michael B. Giles, Takashi Goda
In this paper we develop a very efficient approach to the Monte Carlo estimation of the expected value of partial perfect information (EVPPI) that measures the average benefit of k…
Loop Tiling in Large-Scale Stencil Codes at Run-time with OPS
Istvan Z Reguly, Gihan R Mudalige, Mike B Giles
The key common bottleneck in most stencil codes is data movement, and prior research has shown that improving data locality through optimisations that schedule across loops do part…