Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation
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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
Monte Carlo methods (65C05) Transonic flows (76H05) Stochastic analysis applied to problems in fluid mechanics (76M35) PDEs with randomness, stochastic partial differential equations (35R60) Portfolio theory (91G10)
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