Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434)
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scientific article; zbMATH DE number 7632631
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| English | Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling |
scientific article; zbMATH DE number 7632631 |
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Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (English)
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13 December 2022
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multilevel Monte Carlo method
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stochastic partial differential equations
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exponential Euler method
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weak approximations
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0.7954038381576538
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0.7811328768730164
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0.7742516398429871
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