JOURNAL ARTICLE

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

K. A. CliffeMichael B. GilesRobert ScheichlAretha L. Teckentrup

Year: 2011 Journal:   Computing and Visualization in Science Vol: 14 (1)Pages: 3-15   Publisher: Springer Science+Business Media
Keywords:
Monte Carlo method Quasi-Monte Carlo method Variance reduction Partial differential equation Applied mathematics Mathematical optimization Mathematics Numerical analysis Monte Carlo integration Monte Carlo molecular modeling Computer science Markov chain Monte Carlo Mathematical analysis Statistics

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505
Cited By
19.40
FWCI (Field Weighted Citation Impact)
30
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0.99
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Citation History

Topics

Probabilistic and Robust Engineering Design
Social Sciences →  Decision Sciences →  Statistics, Probability and Uncertainty
Mathematical Approximation and Integration
Physical Sciences →  Mathematics →  Numerical Analysis
Advanced Multi-Objective Optimization Algorithms
Physical Sciences →  Computer Science →  Computational Theory and Mathematics
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