Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015): Difference between revisions

@@ Property / describes a project that uses @@
+PETSc
@@ Property / describes a project that uses: PETSc / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2106605796
@@ Property / OpenAlex ID: W2106605796 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2480
@@ Property / arXiv ID: 1403.2480 / rank @@
+Normal rank
@@ Property / cites work @@
+A Fully Asynchronous Multifrontal Solver Using Distributed Dynamic Scheduling
+Normal rank
@@ Property / cites work @@
+A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Q4356470
@@ Property / cites work: Q4356470 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo method for parabolic stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations
+Normal rank
@@ Property / cites work @@
+Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
+Normal rank
@@ Property / cites work @@
+PetIGA: a framework for high-performance isogeometric analysis
+Normal rank
@@ Property / cites work @@
+A continuation multilevel Monte Carlo algorithm
@@ Property / cites work: A continuation multilevel Monte Carlo algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+Q3504233
@@ Property / cites work: Q3504233 / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte Carlo complexity of global solution of integral equations
+Normal rank
@@ Property / cites work @@
+Monte Carlo complexity of parametric integration
@@ Property / cites work: Monte Carlo complexity of parametric integration / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Multilevel Monte Carlo Simulation
@@ Property / cites work: Adaptive Multilevel Monte Carlo Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
+Normal rank
@@ Property / cites work @@
+Q2734511
@@ Property / cites work: Q2734511 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Multilevel hybrid Chernoff tau-leap
@@ Property / cites work: Multilevel hybrid Chernoff tau-leap / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
+Normal rank
@@ Property / cites work @@
+A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
+Normal rank
@@ Property / cites work @@
+Multilevel Path Simulation for Jump-Diffusion SDEs
+Normal rank