A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems (Q1686578)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
15 December 2017
0 references
uncertainty quantification
0 references
stochastic PDEs
0 references
multilevel Monte Carlo
0 references
control variate
0 references
low-rank approximation
0 references
multifidelity
0 references
interpolative decomposition
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8026280999183655
0 references
0.7914146780967712
0 references
0.7815733551979065
0 references
