A note on the importance of weak convergence rates for SPDE approximations in multilevel Monte Carlo schemes (Q2957052)
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scientific article; zbMATH DE number 6676642
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| English | A note on the importance of weak convergence rates for SPDE approximations in multilevel Monte Carlo schemes |
scientific article; zbMATH DE number 6676642 |
Statements
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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0.8419188857078552
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0.8114987015724182
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0.7759518027305603
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0.7743807435035706
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0.7661991119384766
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