Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling

DOI10.1016/j.jcp.2017.10.035zbMath1380.65012arXiv1612.07717OpenAlexW2963425399MaRDI QIDQ1700739

Tony Shardlow, David J. Thomson, Grigoris Katsiolides, Robert Scheichl, Michael B. Giles, Eike H. Müller

Publication date: 22 February 2018

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.07717

zbMATH Keywords

stochastic differential equationsmultilevel Monte Carlo methodatmospheric dispersion modellingnumerical timestepping methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Meteorology and atmospheric physics (86A10)

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