Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method (Q5117943)
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scientific article; zbMATH DE number 7240107
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| English | Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method |
scientific article; zbMATH DE number 7240107 |
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Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method (English)
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26 August 2020
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stochastic partial differential equations
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finite element method
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Monte Carlo
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multilevel Monte Carlo
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covariance operators
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