Numerical analysis of a multilevel Monte Carlo method for elliptic PDEs with random coefficients

Charrier, J.

by J. Charrier

Reference:

Numerical analysis of a multilevel Monte Carlo method for elliptic PDEs with random coefficients (J. Charrier), 2011. (invited in a mini-symposium)

Bibtex Entry:

@CONFERENCE{char11d,
  author = {Charrier, J.},
  title = {Numerical analysis of a multilevel {M}onte {C}arlo method for elliptic
    {PDE}s with random coefficients},
  booktitle = {European Numerical Mathematics and Advanced Applications (ENUMATH
    2011)},
  year = {2011},
  month = Sept,
  note = {invited in a mini-symposium},
  x-international-audience = {yes},
  x-invited-conference = {yes},
  x-proceedings = {no}
}