Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes (2018)
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/10.1137/18m1175239
Publication URI: http://dx.doi.org/10.1137/18m1175239
Type: Journal Article/Review
Parent Publication: SIAM/ASA Journal on Uncertainty Quantification
Issue: 4