A Multilevel Monte Carlo Method for Computing Failure...

SIAM/ASA Journal on Uncertainty Quantification 2016 / 01 Vol. 4; Iss. 1

A Multilevel Monte Carlo Method for Computing Failure Probabilities

Elfverson, Daniel, Hellman, Fredrik, Målqvist, Axel
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Volume:
4
Language:
english
Journal:
SIAM/ASA Journal on Uncertainty Quantification
DOI:
10.1137/140984294
Date:
January, 2016
File:
PDF, 282 KB
english, 2016
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