"A low-rank control variate for multilevel Monte Carlo simulation of ..."

Hillary R. Fairbanks et al. (2017)

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DOI: 10.1016/J.JCP.2017.03.060

access: closed

type: Journal Article

metadata version: 2024-05-07

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Hillary R. Fairbanks, Alireza Doostan, Christian Ketelsen, Gianluca Iaccarino:
A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems. J. Comput. Phys. 341: 121-139 (2017)

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