Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling |
scientific article |
Statements
Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (English)
0 references
13 December 2022
0 references
multilevel Monte Carlo method
0 references
stochastic partial differential equations
0 references
exponential Euler method
0 references
weak approximations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
