Multilevel Monte Carlo method with applications to stochastic partial differential equations (Q4902859): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 18:56, 5 March 2024
scientific article; zbMATH DE number 6126704
Language | Label | Description | Also known as |
---|---|---|---|
English | Multilevel Monte Carlo method with applications to stochastic partial differential equations |
scientific article; zbMATH DE number 6126704 |
Statements
Multilevel Monte Carlo method with applications to stochastic partial differential equations (English)
0 references
18 January 2013
0 references
multilevel Monte Carlo method
0 references
stochastic partial differential equation
0 references
stochastic finite element methods
0 references
stochastic parabolic equation
0 references
multilevel approximation
0 references
heat equation
0 references
linearized backward Euler scheme
0 references
first-order hyperbolic equation
0 references
numerical examples
0 references