Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies (Q4611541)
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scientific article; zbMATH DE number 7003658
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English | Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies |
scientific article; zbMATH DE number 7003658 |
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Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies (English)
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21 January 2019
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multilevel Monte Carlo
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adaptivity
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unbiased estimator
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complexity theorem
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heterogeneous elliptic PDEs
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CLMC
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