14 citations · 18 across the 8 of their papers we have counts for
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stat.CO2016
The multi-level Monte Carlo method for simulations of turbulent flows
Qingsha Chen, Ju Ming
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies…
math.OC2016
Multilevel Monte Carlo Finite Element Method for A Stochastic Optimal Control Problem
Qi Sun, Ju Ming
In this paper, we consider the implementation of multi-level Monte Carlo method to a stochastic optimal control problem with log-normal coefficients and its surrogate model problem…