collaborators

1 paper

math.NA2025

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…