Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation

Krumscheid, Sebastian (Corresponding author); Nobile, F.; Pisaroni, M.

Amsterdam : Elsevier (2020)
Journal Article

In: Journal of computational physics
Volume: 414
Page(s)/Article-Nr.: 109466

Institutions

• Department of Mathematics [110000]
• Chair of Mathematics for Uncertainty Quantification [118110]
• [119630]