Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives (Q465089)
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scientific article; zbMATH DE number 6362752
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| English | Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives |
scientific article; zbMATH DE number 6362752 |
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Optimization of a Monte Carlo variance reduction method based on sensitivity derivatives (English)
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31 October 2014
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Monte Carlo methods
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randomized quasi-Monte Carlo methods
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variance reduction techniques
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uncertainty quantification
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sensitivity derivatives
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Monte Carlo sampling
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numerical experiments
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Burgers equation
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Korteweg-de Vries equation
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0.8249505162239075
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0.8006197810173035
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0.7831941246986389
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0.7731132507324219
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0.7622007727622986
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