A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes (Q2957052)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes |
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A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes (English)
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20 January 2017
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stochastic partial differential equations
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multilevel Monte Carlo methods
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finite element approximations
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weak error analysis
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stochastic heat equation
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numerical exampes
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weak convergence
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computational complexity
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