{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,20]],"date-time":"2025-02-20T05:17:48Z","timestamp":1740028668619,"version":"3.37.3"},"reference-count":0,"publisher":"IOS Press","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014]]},"abstract":"<jats:p>The theory behind fault tolerant multi-level Monte Carlo (FT-MLMC) methods was recently developed and tested. These tests were made without a real fault tolerant implementation. We implemented an MPI-parallelized fault tolerant MLMC version of an existing parallel MLMC code (ALSVID-UQ). It is based on the User Level Failure Mitigation, a fault tolerant extension of MPI. We confirm our FT-MLMC theory by means of simulations of the two-dimensional stochastic Euler equations of gas dynamics.<\/jats:p>","DOI":"10.3233\/978-1-61499-381-0-471","type":"book-chapter","created":{"date-parts":[[2025,2,19]],"date-time":"2025-02-19T15:30:51Z","timestamp":1739979051000},"source":"Crossref","is-referenced-by-count":0,"title":["A fault tolerant implementation of Multi-Level Monte Carlo methods"],"prefix":"10.3233","author":[{"family":"Pauli Stefan","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"family":"Kohler Manuel","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"family":"Arbenz Peter","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"7437","container-title":["Advances in Parallel Computing","Parallel Computing: Accelerating Computational Science and Engineering (CSE)"],"original-title":[],"deposited":{"date-parts":[[2025,2,19]],"date-time":"2025-02-19T15:39:49Z","timestamp":1739979589000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.medra.org\/servlet\/aliasResolver?alias=iospressISSNISBN&issn=0927-5452&volume=25&spage=471"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014]]},"references-count":0,"URL":"https:\/\/doi.org\/10.3233\/978-1-61499-381-0-471","relation":{},"ISSN":["0927-5452"],"issn-type":[{"value":"0927-5452","type":"print"}],"subject":[],"published":{"date-parts":[[2014]]}}}