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]
Journal of computational physics
Volume: 414
Page(s): 109466
Identifier
- DOI: 10.1016/j.jcp.2020.109466
- REPORT NUMBER: RWTH-2020-05469