๐”– Bobbio Scriptorium
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Multilevel Monte Carlo method with applications to stochastic partial differential equations

โœ Scribed by Barth, Andrea; Lang, Annika


Book ID
127323340
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
315 KB
Volume
89
Category
Article
ISSN
0020-7160

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โœ Guillermo Marshall ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 752 KB

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