Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling

Neil K. Chada, HÃ¥kon Hoel, Ajay Jasra, Georgios E. Zouraris. Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling. J. Sci. Comput., 93(2):62, 2022. [doi]

Abstract

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