Optimization of mesh hierarchies in multilevel Monte Carlo samplers

Abdul-Lateef Haji-Ali, Fabio Nobile, Erik von Schwerin, Raúl Tempone

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	76-112
Journal	Stochastics and Partial Differential Equations: Analysis and Computations
Volume	4
Issue number	1
DOIs	https://doi.org/10.1007/s40072-015-0049-7
Publication status	Published - 1 Mar 2016

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title = "Optimization of mesh hierarchies in multilevel Monte Carlo samplers",

author = "Abdul-Lateef Haji-Ali and Fabio Nobile and {von Schwerin}, Erik and Ra{\'u}l Tempone",

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AU - Haji-Ali, Abdul-Lateef

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AU - Tempone, Raúl

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