"Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo ..."

Matteo Croci et al. (2018)

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DOI: 10.1137/18M1175239

access: closed

type: Journal Article

metadata version: 2019-08-21

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Matteo Croci, Michael B. Giles, Marie E. Rognes, Patrick E. Farrell:
Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes. SIAM/ASA J. Uncertain. Quantification 6(4): 1630-1655 (2018)

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