Numerische Mathematik · 2014 · 63 citations · 20 references
BusinessMathematicsComputational MechanicsScientific ComputingStochastic ModelingError EstimationMonte Carlo MethodsMonte Carlo SimulationMultilevel ModelingSimulation MethodsAsymptotic PropertiesConvergence Rate AnalysisMonte Carlo AnalysisMonte Carlo EstimationMultilevel Monte Carlo
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Numerical Methods for Nonlinear Variational Problems
Roland Glowinski, J. Tinsley Oden · Journal of Applied Mechanics · 1985 · 1.6K citations · Full text
Multilevel Monte Carlo Path Simulation
Michael B. Giles · Operations Research · 2008 · 1.5K citations
Hans‐Joachim Bungartz, Michael Griebel · Acta Numerica · 2004 · 1K citations
Computing, Computational Engineering, Computational Fluid Dynamics +14