Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes (Q4611530)
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scientific article; zbMATH DE number 7003649
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| English | Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes |
scientific article; zbMATH DE number 7003649 |
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Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes (English)
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21 January 2019
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multilevel Monte Carlo
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white noise
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nonnested meshes
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Matérn Gaussian fields
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finite elements
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partial differential equations with random coefficients
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0.9023039
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0.8859391
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0.8859391
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0.8741542
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0.86491805
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0.8542284
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0.85272175
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0.8507913
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