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math.NA2023
Complexity analysis of quasi continuous level Monte Carlo
Cedric Aaron Beschle, Andrea Barth
Continuous level Monte Carlo is an unbiased, continuous version of the celebrated multilevel Monte Carlo method. The approximation level is assumed to be continuous resulting in a…
math.NA2023
Quasi continuous level Monte Carlo for random elliptic PDEs
Cedric Aaron Beschle, Andrea Barth
This paper provides a framework in which multilevel Monte Carlo and continuous level Monte Carlo can be compared. In continuous level Monte Carlo the level of refinement is determi…
math.NA2020
Stability and error estimates for non-linear Cahn-Hilliard-type equations on evolving surfaces
Cedric Aaron Beschle, Balázs Kovács
In this paper, we consider a non-linear fourth-order evolution equation of Cahn-Hilliard-type on evolving surfaces with prescribed velocity, where the non-linear terms are only ass…