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Variance Reduction for the Equation‐Free Simulation of Multiscale Stochastic Systems - MaRDI portal

Variance Reduction for the Equation‐Free Simulation of Multiscale Stochastic Systems (Q5454227)

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scientific article; zbMATH DE number 5255527
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Variance Reduction for the Equation‐Free Simulation of Multiscale Stochastic Systems
scientific article; zbMATH DE number 5255527

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    Variance Reduction for the Equation‐Free Simulation of Multiscale Stochastic Systems (English)
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    28 March 2008
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    equation-free
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    projective integration
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    stochastic multiscale methods
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    variance reduction
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    control variate
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