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

Neil K. Chada, Håkon 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]

Authors

Neil K. Chada

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Håkon Hoel

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Ajay Jasra

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Georgios E. Zouraris

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