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Multilevel Monte Carlo Finite Volume Methods for Shallow Water Equations with Uncertain Topography in Multi-dimensions.
Siddhartha Mishra
Christoph Schwab
Jonas Sukys
Published in:
SIAM J. Sci. Comput. (2012)
Keyphrases
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monte carlo
monte carlo methods
monte carlo simulation
monte carlo method
importance sampling
matrix inversion
simulation study
markov chain
adaptive sampling
optimal strategy
quasi monte carlo
point processes
variance reduction
genetic algorithm
game playing
search algorithm
reinforcement learning