Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling (Q1700739)

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Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling
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    title
    Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling (English)
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    author
    Grigoris Katsiolides
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    Robert Scheichl
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    Tony Shardlow
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    Michael B. Giles
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    David J. Thomson
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    Eike H. Müller
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    publication date
    22 February 2018
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    Mathematics Subject Classification ID
    65C05
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    86A10
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    60H10
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    zbMATH DE Number
    6841829
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    zbMATH Keywords
    atmospheric dispersion modelling
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    multilevel Monte Carlo method
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    stochastic differential equations
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    numerical timestepping methods
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    OpenAlex ID
    W2963425399
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    arXiv ID
    1612.07717
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    cites work
    Q4433869
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    Q5618806
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