Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation

Journal of Computational Physics, vol. 414, pp. 109466

Authors 3

1. Sebastian Krumscheid corresponding Aachen Department of Mathematics

   RWTH Aachen University · École Polytechnique Fédérale de Lausanne

   Affiliation as printed

   Calcul Scientifique et Quantification de l'Incertitude (CSQI), Institute of Mathematics, École Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland

   Department of Mathematics, RWTH Aachen University, 52062 Aachen, Germany

2. Fabio Nobile

   École Polytechnique Fédérale de Lausanne

   Affiliation as printed

   Calcul Scientifique et Quantification de l'Incertitude (CSQI), Institute of Mathematics, École Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland

3. Michele Pisaroni

   École Polytechnique Fédérale de Lausanne

   Affiliation as printed

   Calcul Scientifique et Quantification de l'Incertitude (CSQI), Institute of Mathematics, École Polytechnique Fédérale de Lausanne, 1015 Lausanne, Switzerland