Multilevel Estimation of Rare Events (Q3452529)

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Multilevel Estimation of Rare Events
scientific article

    Statements

    title
    Multilevel Estimation of Rare Events (English)
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    author
    Iason Papaioannou
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    Elisabeth Ullmann
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    publication date
    12 November 2015
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    zbMATH Keywords
    reliability
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    subset simulation
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    Markov chain Monte Carlo
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    random porous media
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    fluid flow
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    breakthrough time
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    Identifiers

    DOI
    10.1137/140992953
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    Mathematics Subject Classification ID
    65N30
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    65C05
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    65C40
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    60H35
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    35R60
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    zbMATH DE Number
    6507948
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