Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / zbMATH DE Number: 6680199 / rank | |||
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multilevel Monte Carlo | |||
| Property / zbMATH Keywords: multilevel Monte Carlo / rank | |||
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random data partial differential equations | |||
| Property / zbMATH Keywords: random data partial differential equations / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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optimal discretization | |||
| Property / zbMATH Keywords: optimal discretization / rank | |||
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| Property / OpenAlex ID: W2106605796 / rank | |||
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| Property / arXiv ID: 1403.2480 / rank | |||
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Latest revision as of 15:43, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of mesh hierarchies in multilevel Monte Carlo samplers |
scientific article |
Statements
Optimization of mesh hierarchies in multilevel Monte Carlo samplers (English)
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3 February 2017
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multilevel Monte Carlo
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random data partial differential equations
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stochastic differential equations
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optimal discretization
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