Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6150066
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multilevel Monte Carlo method for parabolic stochastic partial differential equations |
scientific article; zbMATH DE number 6150066 |
Statements
Multilevel Monte Carlo method for parabolic stochastic partial differential equations (English)
0 references
3 April 2013
0 references
multilevel Monte Carlo
0 references
stochastic partial differential equations
0 references
stochastic finite elements methods
0 references
stochastic parabolic equation
0 references
multilevel approximations
0 references
convergence
0 references
complexity
0 references
Galerkin discretizations in space
0 references
Euler-Maruyama discretization in time
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8583534955978394
0 references
0.8404329419136047
0 references
0.8162497282028198
0 references
0.8158831000328064
0 references
