Extrapolated multilevel computational-work conjecture
Extrapolated multilevel computational-work conjecture
Let and denote the extrapolated fine- and coarse-level quantities at level . Extrapolated multilevel computational-work conjecture. The computational work required for one realization satisfies
The source motivates this by noting that extrapolation improves the time-difference rate while the computational cost per sample remains the same; the stated work law is an assumption rather than an established result.
Sources & referencesView supporting material
Primary source
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone and Leon Wilkosz, “Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics: From QMC to MLQMC”, arXiv:2409.09821 (2024).
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