most citedUncertainty quantification for the BGK model of the Boltzmann equation using multilevel variance reduced Monte Carlo methods

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math.NA2020★ 2 cited

Uncertainty quantification for the BGK model of the Boltzmann equation using multilevel variance reduced Monte Carlo methods

Jingwei Hu, Lorenzo Pareschi, Yubo Wang

We propose a control variate multilevel Monte Carlo method for the kinetic BGK model of the Boltzmann equation subject to random inputs. The method combines a multilevel Monte Carl…