Optimization of mesh hierarchies in multilevel Monte Carlo samplers

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Publication:507015

DOI10.1007/s40072-015-0049-7zbMath1359.65013arXiv1403.2480OpenAlexW2106605796MaRDI QIDQ507015

Abdul-Lateef Haji-Ali, Erik von Schwerin, Fabio Nobile, Raúl Tempone

Publication date: 3 February 2017

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.2480




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