Multilevel Monte Carlo with Improved Correlation for Kinetic Equations in the Diffusive Scaling

Emil Løvbak, Bert Mortier, Giovanni Samaey, Stefan Vandewalle. Multilevel Monte Carlo with Improved Correlation for Kinetic Equations in the Diffusive Scaling. In Valeria V. Krzhizhanovskaya, Gábor Závodszky, Michael Harold Lees, Jack J. Dongarra, Peter M. A. Sloot, Sérgio Brissos, João Teixeira, editors, Computational Science - ICCS 2020 - 20th International Conference, Amsterdam, The Netherlands, June 3-5, 2020, Proceedings, Part VI. Volume 12142 of Lecture Notes in Computer Science, pages 374-388, Springer, 2020. [doi]

Abstract

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