A fully parallelized and budgeted multi-level Monte Carlo method and the application to acoustic waves (bibtex)
by Baumgarten, Niklas, Krumscheid, Sebastian and Wieners, Christian
Reference:
A fully parallelized and budgeted multi-level Monte Carlo method and the application to acoustic waves (Baumgarten, Niklas, Krumscheid, Sebastian and Wieners, Christian), In SIAM/ASA J. Uncertain. Quantif., volume 12, 2024.
Bibtex Entry:
@article {10.1137/23M1588354,
    AUTHOR = {Baumgarten, Niklas and Krumscheid, Sebastian and 
              Wieners, Christian},
     TITLE = {A fully parallelized and budgeted multi-level {M}onte
              {C}arlo method and the application to acoustic waves},
   JOURNAL = {SIAM/ASA J. Uncertain. Quantif.},
  FJOURNAL = {SIAM/ASA Journal on Uncertainty Quantification},
    VOLUME = {12},
      YEAR = {2024},
     MONTH = {sep},
    NUMBER = {3},
     PAGES = {901--931},
      ISSN = {2166-2525},
       DOI = {10.1137/23M1588354},
       URL = {https://doi.org/10.1137/23M1588354},
     PPURL = {https://www.waves.kit.edu/downloads/CRC1173_Preprint_2023-18.pdf},
}
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