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A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes
Paper in proceedings, 2016

Stochastic heat equation

Weak error analysis

Multilevel Monte Carlo methods

Stochastic partial differential equations

Finite element approximations

## Author

### Annika Lang

Chalmers, Mathematical Sciences, Mathematical Statistics

University of Gothenburg

#### 11th International Conference on Monte Carlo and Quasi Monte Carlo Methods in Scientific Computing, MCQMC 2014, Leuven, Belgium, 6-11 April 2014

2194-1017 (eISSN)

Vol. 163 489-505### Subject Categories

Mathematics

Computational Mathematics

Probability Theory and Statistics

### Roots

Basic sciences

### DOI

10.1007/978-3-319-33507-0_25

### ISBN

978-3-319-33505-6