Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimization of mesh hierarchies in multilevel Monte Carlo samplers |
scientific article |
Statements
Optimization of mesh hierarchies in multilevel Monte Carlo samplers (English)
0 references
3 February 2017
0 references
multilevel Monte Carlo
0 references
random data partial differential equations
0 references
stochastic differential equations
0 references
optimal discretization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references