Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

K. A. Cliffe, Michael B. Giles, Robert Scheichl, Aretha L. Teckentrup

Type: Article

Publication Date: 2011-01-01

Citations: 520

DOI: https://doi.org/10.1007/s00791-011-0160-x

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Computing and Visualization in Science - View

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