most citedA filtered multilevel Monte Carlo method for estimating the expectation of cell-centered discretized random fields

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math.NA2023★ 1 cited

A filtered multilevel Monte Carlo method for estimating the expectation of cell-centered discretized random fields

Jérémy Briant, Paul Mycek, Mayeul Destouches +5

In this paper, we investigate the use of multilevel Monte Carlo (MLMC) methods for estimating the expectation of discretized random fields. Specifically, we consider a setting in w…