A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit

Emil Løvbak, Giovanni Samaey, Stefan Vandewalle. A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit. Numerische Mathematik, 148(1):141-186, 2021. [doi]

Authors

Emil Løvbak

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Giovanni Samaey

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Stefan Vandewalle

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