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

Published 2020 View Full Article

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Title
Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation
Authors
Keywords
Central moments, Multilevel Monte Carlo, Uncertainty quantification, h, -statistic
Journal
JOURNAL OF COMPUTATIONAL PHYSICS
Volume 414, Issue -, Pages 109466
Publisher
Elsevier BV
Online
2020-04-23
DOI
10.1016/j.jcp.2020.109466

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