most citedSmoothed Circulant Embedding with Applications to Multilevel Monte Carlo Methods for PDEs with Random Coefficients

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math.NA2023★ 1 cited

Smoothed Circulant Embedding with Applications to Multilevel Monte Carlo Methods for PDEs with Random Coefficients

Anastasia Istratuca, Aretha Teckentrup

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These ari…