On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems
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Publication:2683061
DOI10.1016/j.jcp.2022.111847OpenAlexW4311343054MaRDI QIDQ2683061
Publication date: 3 February 2023
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.06424
Stochastic analysis (60Hxx) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Probabilistic methods, stochastic differential equations (65Cxx)
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