Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations
Attributed to:
Multilevel Monte Carlo Methods for Elliptic Problems with Applications to Radioactive Waste Disposal
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/978-3-319-33507-0_14
Publication URI: http://dx.doi.org/10.1007/978-3-319-33507-0_14
Type: Book Chapter
Book Title: Monte Carlo and Quasi-Monte Carlo Methods (2016)
Page Reference: 303-314
ISBN: 978-3-319-33505-6
ISSN: 2193-9616