Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 07:24, 30 January 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)
0 references
3 February 2017
0 references
multilevel Monte Carlo
0 references
random data partial differential equations
0 references
stochastic differential equations
0 references
optimal discretization
0 references