A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems (Q1686578)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems |
scientific article |
Statements
A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems (English)
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15 December 2017
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uncertainty quantification
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stochastic PDEs
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multilevel Monte Carlo
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control variate
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low-rank approximation
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multifidelity
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interpolative decomposition
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