Multilevel Monte Carlo for noise estimation in stochastic multiscale systems
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DOI: 10.1016/j.cherd.2018.10.006
Abstract: Abstract The purpose of this study is to adapt Multilevel Monte Carlo (MLMC) sampling technique for random noise estimation in stochastic multiscale systems and evaluate the performance of this method. The system under consideration was… read more here.
Keywords: noise estimation; monte carlo; stochastic multiscale; estimation stochastic ... See more keywords