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Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling - MaRDI portal

Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling

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Publication:6374307

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DOI10.1007/s10915-022-02031-2zbMath1507.65027arXiv2108.00794MaRDI QIDQ6374307

Georgios E. Zouraris, Håkon Hoel, Ajay Jasra, Neil K. Chada

Publication date: 2 August 2021

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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