Multilevel Monte Carlo method with applications to stochastic partial differential equations (Q4902859)
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scientific article; zbMATH DE number 6126704
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| English | Multilevel Monte Carlo method with applications to stochastic partial differential equations |
scientific article; zbMATH DE number 6126704 |
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Multilevel Monte Carlo method with applications to stochastic partial differential equations (English)
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18 January 2013
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multilevel Monte Carlo method
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stochastic partial differential equation
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stochastic finite element methods
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stochastic parabolic equation
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multilevel approximation
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heat equation
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linearized backward Euler scheme
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first-order hyperbolic equation
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numerical examples
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0.8404329419136047
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0.8368340134620667
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0.816481351852417
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0.813387930393219
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