TalkTalk – May 26: Multilevel Monte Carlo Methods
Multilevel Monte Carlo Methods Speaker: Rob Scheichl Time: Wednesday, May 26, 2021, 14:00 Online: Please write a short e-mail to cs10-support@fau.de to receive the registration link. Abstract In this talk, I will introduce multilevel Monte Carlo methods for high dimensional quadrature and applications in Uncertainty Quantification (UQ). Modelling and simulation of physical, biological and engineering […]Multilevel Monte Carlo Methods Speaker: Rob Scheichl Time: Wednesday, May 26, 2021, 14:00 Online: Please write a short e-mail to cs10-support@fau.de to receive the registration link. Abstract In this talk, I will introduce multilevel Monte Carlo methods for high dimensional quadrature and applications in Uncertainty Quantification (UQ). Modelling and simulation of physical, biological and engineering […]