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Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes (2018)

First Author: Croci M

Attributed to: Automating optimisation subject to partial differential equations on high-performance computers. funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1803.04857

Publication URI: https://arxiv.org/abs/1803.04857

Type: Other