A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems Journal Article uri icon

Overview

publication date

  • July 15, 2017

Date in CU Experts

  • June 13, 2017 3:25 AM

Full Author List

  • Fairbanks HR; Doostan A; Ketelsen C; Laccarino G

author count

  • 4

citation count

  • 18

Other Profiles

International Standard Serial Number (ISSN)

  • 0021-9991

Electronic International Standard Serial Number (EISSN)

  • 1090-2716

Additional Document Info

start page

  • 121

end page

  • 139

volume

  • 341