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]

@article{ChadaHJZ22,
  title = {Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling},
  author = {Neil K. Chada and Håkon Hoel and Ajay Jasra and Georgios E. Zouraris},
  year = {2022},
  doi = {10.1007/s10915-022-02031-2},
  url = {https://doi.org/10.1007/s10915-022-02031-2},
  researchr = {https://researchr.org/publication/ChadaHJZ22},
  cites = {0},
  citedby = {0},
  journal = {J. Sci. Comput.},
  volume = {93},
  number = {2},
  pages = {62},
}