Multilevel Monte Carlo method with applications to stochastic partial differential equations (Q4902859)
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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 |
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Multilevel Monte Carlo method with applications to stochastic partial differential equations (English)
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18 January 2013
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multilevel Monte Carlo method
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stochastic partial differential equation
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stochastic finite element methods
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stochastic parabolic equation
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multilevel approximation
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heat equation
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linearized backward Euler scheme
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first-order hyperbolic equation
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numerical examples
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