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Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling.

Grigoris KatsiolidesEike Hermann MüllerRobert ScheichlTony ShardlowMichael B. GilesDavid J. Thomson
Published in: J. Comput. Phys. (2018)
Keyphrases
  • monte carlo
  • monte carlo methods
  • monte carlo simulation
  • monte carlo method
  • markov chain
  • probability distribution
  • adaptive sampling
  • computational cost
  • least squares
  • variance reduction
  • point processes