Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation
From MaRDI portal
Publication:2194312
DOI10.1016/j.jcp.2020.109466zbMath1440.65008MaRDI QIDQ2194312
Fabio Nobile, M. Pisaroni, Sebastian Krumscheid
Publication date: 25 August 2020
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2020.109466
65C05: Monte Carlo methods
76H05: Transonic flows
76M35: Stochastic analysis applied to problems in fluid mechanics
35R60: PDEs with randomness, stochastic partial differential equations
91G10: Portfolio theory