Complexity analysis of quasi continuous level Monte Carlo

DOI10.1051/m2an/2024039MaRDI QIDQ6667314

Cedric Aaron Beschle, Andrea Barth

Publication date: 20 January 2025

Published in: European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo methodsuncertainty quantificationcontinuous level Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random number generation in numerical analysis (65C10) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Irregularities of distribution, discrepancy (11K38)

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