Enhanced multi‐index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems

DOI10.1002/NLA.2281OpenAlexW2997070304WikidataQ126460194 ScholiaQ126460194MaRDI QIDQ4994546

Dirk Nuyens, Stefan Vandewalle, Pieterjan Robbe

Publication date: 18 June 2021

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.12334

zbMATH Keywords

multi-index Monte Carloanisotropic diffusion problemsmultiple semicoarsened multigrid

Mathematics Subject Classification ID

Graph theory (including graph drawing) in computer science (68R10) Graph theory (05Cxx)

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