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Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients.

Aretha L. TeckentrupRobert ScheichlMichael B. GilesElisabeth Ullmann
Published in: Numerische Mathematik (2013)
Keyphrases
  • monte carlo methods
  • partial differential equations
  • genetic algorithm
  • learning algorithm
  • search algorithm
  • monte carlo
  • bayesian inference