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5. Optimization of Mesh Hierarchies in Multilevel Monte Carlo Samplers

Optimization of Mesh Hierarchies in Multilevel Monte Carlo Samplers

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：goodluckxsb1223

【摘 要】

：

　　We perform a general optimization of the parameters in the Multilevel Monte Carlo(MLMC)discretization hierarchy based on uniform discretization methods with

【作 者】

：

Haji Ali Abdul Lateef Nobile Fabio TEMPONE RAUL 

【机 构】

：

KAUST

【出 处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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论文部分内容阅读

　　We perform a general optimization of the parameters in the Multilevel Monte Carlo(MLMC)discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs.

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