Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes
- Authors
- M. Croci, M. B. Giles, M. E. Rognes and P. E. Farrell
- Status
- Published
- Publication type
- Journal Article
- Year of publication
- 2018
- Journal
- SIAM Journal on Uncertainty Quantification
- Publisher
- SIAM
- Citation key
- 14942