Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

K A Cliffe, M B Giles, Robert Scheichl, Aretha L Teckentrup

Research output: Contribution to journal › Article › peer-review

370 Citations (SciVal)

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Multilevel Monte Carlo Methods for Elliptic Problems
Scheichl, R. (PI)
Engineering and Physical Sciences Research Council
1/07/11 → 30/06/14
Project: Research council