Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies (Q4611541)
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scientific article; zbMATH DE number 7003658
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| English | Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies |
scientific article; zbMATH DE number 7003658 |
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Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies (English)
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21 January 2019
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multilevel Monte Carlo
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adaptivity
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unbiased estimator
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complexity theorem
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heterogeneous elliptic PDEs
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CLMC
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0.872391939163208
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0.8203446269035339
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0.8003683686256409
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0.7932201623916626
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0.7892662286758423
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