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20132026
most citedSparse grid techniques for particle-in-cell schemes

44 citations · 188 across the 15 of their papers we have counts for

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math.NA2013★ 2 cited

Three Improvements to Multi-Level Monte Carlo Simulation of SDE Systems

L. F. Ricketson

We introduce three related but distinct improvements to multilevel Monte Carlo (MLMC) methods for the solution of systems of stochastic differential equations (SDEs). Firstly, we s…