Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method
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Publication:5241242
DOI10.1137/18M1194031zbMath1437.65007arXiv1806.05619OpenAlexW2982411317WikidataQ126856814 ScholiaQ126856814MaRDI QIDQ5241242
Stefan Vandewalle, Dirk Nuyens, Pieterjan Robbe
Publication date: 30 October 2019
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.05619
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)
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