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Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes (2018)

First Author: Croci M

Attributed to: PRISM: Platform for Research In Simulation Methods funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/18m1175239

Publication URI: http://dx.doi.org/10.1137/18m1175239

Type: Journal Article/Review

Parent Publication: SIAM/ASA Journal on Uncertainty Quantification

Issue: 4