A Multilevel Monte Carlo Method for Computing Failure Probabilities (Q5741181)
From MaRDI portal
scientific article; zbMATH DE number 6605403
Language | Label | Description | Also known as |
---|---|---|---|
English | A Multilevel Monte Carlo Method for Computing Failure Probabilities |
scientific article; zbMATH DE number 6605403 |
Statements
A Multilevel Monte Carlo Method for Computing Failure Probabilities (English)
0 references
22 July 2016
0 references
multilevel Monte Carlo
0 references
failure probability
0 references
uncertainty quantification
0 references
error analysis
0 references
quantile estimation
0 references
numerical experiment
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references