Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017): Difference between revisions
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Revision as of 21:52, 19 March 2024
scientific article
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English | Multilevel Monte Carlo method for parabolic stochastic partial differential equations |
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Multilevel Monte Carlo method for parabolic stochastic partial differential equations (English)
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3 April 2013
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multilevel Monte Carlo
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stochastic partial differential equations
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stochastic finite elements methods
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stochastic parabolic equation
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multilevel approximations
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convergence
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complexity
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Galerkin discretizations in space
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Euler-Maruyama discretization in time
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