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Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium.

Siddhartha MishraChristoph SchwabJonas Sukys
Published in: J. Comput. Phys. (2016)
Keyphrases
  • monte carlo
  • monte carlo method
  • wave propagation
  • monte carlo methods
  • monte carlo simulation
  • matrix inversion
  • markov chain
  • adaptive sampling
  • computational cost
  • optimal strategy
  • importance sampling