Multi-level Monte Carlo acceleration of computations on multi-layer materials with random defects
Numerical Analysis
2016-11-30 v1
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 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.
Cite
@article{arxiv.1611.09784,
title = {Multi-level Monte Carlo acceleration of computations on multi-layer materials with random defects},
author = {Petr Plecháč and Erik von Schwerin},
journal= {arXiv preprint arXiv:1611.09784},
year = {2016}
}