Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling
From MaRDI portal
Publication:1700739
DOI10.1016/j.jcp.2017.10.035zbMath1380.65012arXiv1612.07717MaRDI QIDQ1700739
Tony Shardlow, David J. Thomson, Grigoris Katsiolides, Robert Scheichl, Michael B. Giles, Eike H. Müller
Publication date: 22 February 2018
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.07717
stochastic differential equations; multilevel Monte Carlo method; atmospheric dispersion modelling; numerical timestepping methods
65C05: Monte Carlo methods
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
86A10: Meteorology and atmospheric physics
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