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Found 21 Documents (Results 1–21)

A multilevel Monte Carlo algorithm for parabolic advection-diffusion problems with discontinuous coefficients. (English) Zbl 07240108

Tuffin, Bruno (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1–6, 2018. Cham: Springer. Springer Proc. Math. Stat. 324, 445-466 (2020).
MSC:  65C05
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Rapid covariance-based sampling of linear SPDE approximations in the multilevel Monte Carlo method. (English) Zbl 07240107

Tuffin, Bruno (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1–6, 2018. Cham: Springer. Springer Proc. Math. Stat. 324, 423-443 (2020).
MSC:  65C05
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Multilevel Monte Carlo simulation of statistical solutions to the Navier-Stokes equations. (English) Zbl 1382.76209

Cools, Ronald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Cham: Springer (ISBN 978-3-319-33505-6/hbk; 978-3-319-33507-0/ebook). Springer Proceedings in Mathematics & Statistics 163, 209-227 (2016).
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