Work

Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates

Year: 2023

Type: conference-paper

Abstract: We present an adaptive multilevel Monte Carlo (AMLMC) algorithm This AMLMC algorithm is built on the results of the weak convergence rates in

DOI: 10.23967/admos.2023.033

Authors: J. Beck, Y. Liu, E. von Schwerin, R. Tempone

Institutions: King Abdullah University of Science and Technology, RWTH Aachen University

Language: English

Topic: Probabilistic and Robust Engineering Design

Subfield: Statistics, Probability and Uncertainty

Field: Decision Sciences

Domain: Social Sciences

Open Access status: gold

Funders: Alexander von Humboldt-Stiftung, King Abdullah University of Science and Technology

Award: G1170852293

OpenAlex ID: W4380085992

FWCI:

Cites: 2

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Related to: 10