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

K. A. Cliffe, M. B. Giles, Robert Scheichl, Aretha L. Teckentrup. Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients. Computat. and Visualiz. in Science, 14(1):3-15, 2011. [doi]

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