Multilevel Monte Carlo method for parabolic stochastic partial differential equations
โ Scribed by Andrea Barth,Annika Lang,Christoph Schwab
- Book ID
- 126350761
- Publisher
- Springer Netherlands
- Year
- 2012
- Tongue
- English
- Weight
- 775 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0006-3835
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Stochastic models for the solution of nonlinear partial differential equations are discussed. They consist of a discretized version of these equations and Monte Carlo techniques. The Markov transitions are based on a priori estimates of the solution. To improve the efficiency of stochastic smoothers
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