A filtered multilevel Monte Carlo method for estimating the expectation of cell-centered discretized random fields

Fuente: arXiv
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Bibliographic Details
Main Authors: Briant, Jérémy, Mycek, Paul, Destouches, Mayeul, Goux, Olivier, Gratton, Serge, Gürol, Selime, Simon, Ehouarn, Weaver, Anthony T.
Format: Preprint
Published: 2023
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