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Multilevel Monte Carlo for noise estimation in stochastic multiscale systems
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References

  • 2008Multilevel Monte Carlo Path Simulation1,445 cited
  • 2012Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion451 cited
  • 2009Recent Advances in Non-Intrusive Polynomial Chaos and Stochastic Collocation Methods for Uncertainty Analysis and Design371 cited
  • 2012Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions113 cited
  • 2005Perspectives on the design and control of multiscale systems88 cited
  • 2015Multilevel Monte Carlo Approximation of Distribution Functions and Densities70 cited
  • 2014Uncertainty analysis and robust optimization of multiscale process systems with application to epitaxial thin film growth61 cited
  • 2016An improved multilevel Monte Carlo method for estimating probability distribution functions in stochastic oil reservoir simulations33 cited
  • 2004Multiscale systems engineering with applications to chemical reaction processes30 cited
  • 2017A comparison of efficient uncertainty quantification techniques for stochastic multiscale systems26 cited
  • 2017Multilevel Monte Carlo applied to chemical engineering systems subject to uncertainty15 cited

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