Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method (Q5117943)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method |
scientific article; zbMATH DE number 7240107
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method |
scientific article; zbMATH DE number 7240107 |
Statements
Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method (English)
0 references
26 August 2020
0 references
stochastic partial differential equations
0 references
finite element method
0 references
Monte Carlo
0 references
multilevel Monte Carlo
0 references
covariance operators
0 references
0 references
0 references
0 references
0 references
0 references
0 references
