Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015)
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scientific article
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| English | Optimization of mesh hierarchies in multilevel Monte Carlo samplers |
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Optimization of mesh hierarchies in multilevel Monte Carlo samplers (English)
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3 February 2017
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multilevel Monte Carlo
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random data partial differential equations
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stochastic differential equations
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optimal discretization
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0.8720655
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0.8577775
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0.85521287
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0.8545746
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0.85075045
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0.8358235
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0.8351917
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