Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies
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Publication:4611541
DOI10.1137/18M1172259OpenAlexW2962962060MaRDI QIDQ4611541
Tim Dodwell, Gianluca Detommaso, Robert Scheichl
Publication date: 21 January 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.07539
Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Applications of statistics (62Pxx) Probabilistic methods, stochastic differential equations (65Cxx)
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Uses Software
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