zweidimensionales bewegtes Bild

Multilevel and multi-index sampling methods with applications - Lecture 2: Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation

Location
Hannover TIB
Extent
3456MB, 01:51:57:06 (unknown)
Language
Englisch
Notes
Audiovisuelles Material

Bibliographic citation
CEMRACS 2017 : Numerical Methods for Stochastic Models: Control, Uncertainty Quantification, Mean-field ; (Jan. 2017)

Keyword
Multi-index Monte Carlo
optimal hierarchies
Partial Differential Equations with random inputs
Multi-index Stochastic Collocation

Event
Veröffentlichung
(who)
Centre International de Rencontres Mathématiques (CIRM)
(when)
2017-01-01
Contributor
Tempone, Raul
Hennenfent, Guillaume
Bouchard, Bruno
Delarue, François
Gobet, Emmanuel
Lelong, Jérôme
Chassagneux, Jean-François
Haji-Ali, Abdul-Lateef

DOI
10.5446/57400
Last update
04.12.2024, 8:09 AM CET

Data provider

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Object type

  • zweidimensionales bewegtes Bild

Associated

  • Tempone, Raul
  • Hennenfent, Guillaume
  • Bouchard, Bruno
  • Delarue, François
  • Gobet, Emmanuel
  • Lelong, Jérôme
  • Chassagneux, Jean-François
  • Haji-Ali, Abdul-Lateef
  • Centre International de Rencontres Mathématiques (CIRM)

Time of origin

  • 2017-01-01

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