EMBEDDED MULTILEVEL MONTE CARLO FOR UNCERTAINTY QUANTIFICATION IN RANDOM DOMAINS

DOI10.1615/Int.J.UncertaintyQuantification.2021032984zbMath1498.65004arXiv1911.11965MaRDI QIDQ5052427

Jerrad Hampton, Santiago Badia, Javier Principe

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.11965

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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