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]

@article{LovbakSV21,
  title = {A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit},
  author = {Emil Løvbak and Giovanni Samaey and Stefan Vandewalle},
  year = {2021},
  doi = {10.1007/s00211-021-01201-y},
  url = {https://doi.org/10.1007/s00211-021-01201-y},
  researchr = {https://researchr.org/publication/LovbakSV21},
  cites = {0},
  citedby = {0},
  journal = {Numerische Mathematik},
  volume = {148},
  number = {1},
  pages = {141-186},
}