A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations (2015)
Attributed to:
Development of Multilevel Monte Carlo Algorithms for Mathematical Finance
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jcp.2015.05.041
Publication URI: http://dx.doi.org/10.1016/j.jcp.2015.05.041
Type: Journal Article/Review
Parent Publication: Journal of Computational Physics