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]
Identifier
- DOI: 10.1016/j.jcp.2020.109466
- RWTH PUBLICATIONS: RWTH-2020-05469