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

标题
Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation
作者
关键词
Central moments, Multilevel Monte Carlo, Uncertainty quantification, h, -statistic
出版物
JOURNAL OF COMPUTATIONAL PHYSICS
Volume 414, Issue -, Pages 109466
出版商
Elsevier BV
发表日期
2020-04-23
DOI
10.1016/j.jcp.2020.109466

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