Convergence analysis of multifidelity Monte Carlo estimation
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Publication:1651008
DOI10.1007/s00211-018-0945-7zbMath1394.35492OpenAlexW2788938295MaRDI QIDQ1651008
Benjamin Peherstorfer, Karen Willcox, Max D. Gunzburger
Publication date: 16 July 2018
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1721.1/131836
Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) PDEs in connection with statistics (35Q62)
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