Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation

From MaRDI portal
Publication:2194312

DOI10.1016/J.JCP.2020.109466zbMath1440.65008OpenAlexW3019293565MaRDI QIDQ2194312

Fabio Nobile, Sebastian Krumscheid, M. Pisaroni

Publication date: 25 August 2020

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2020.109466




Related Items (8)




Cites Work




This page was built for publication: Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation