A continuation multilevel Monte Carlo algorithm
type: Item
instance of: scholarly article
title: A continuation multilevel Monte Carlo algorithm
zbMATH Open document ID: 1317.65030
author: Nathan Collier
author: Abdul-Lateef Haji-Ali
author: F. Nobile
author: Erik von Schwerin
author: R. Tempone
published in: BIT
publication date: 2015-06-25T00:00:00Z
full work available at URL: https://arxiv.org/abs/1402.2463
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 6450199
zbMATH Keywords: multilevel Monte Carlo
zbMATH Keywords: Monte Carlo
zbMATH Keywords: partial differential equations with random data
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Bayesian inference
zbMATH Keywords: algorithm
zbMATH Keywords: numerical result
describes a project that uses: Matplotlib
describes a project that uses: PETSc
describes a project that uses: MUMPS
describes a project that uses: PetIGA
MaRDI profile type: Publication
OpenAlex ID: W3103019089
arXiv ID: 1402.2463
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DOI: 10.1007/S10543-014-0511-3
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description: scientific article