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Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
Journal article, 2018

Variance reduction techniques

Upper and lower error bounds

(multilevel) Monte Carlo methods

Weak convergence

Stochastic partial differential equations

## Author

### Annika Lang

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

University of Gothenburg

### Andreas Petersson

Chalmers, Mathematical Sciences, Applied Mathematics and Statistics

University of Gothenburg

#### Mathematics and Computers in Simulation

0378-4754 (ISSN)

Vol. 143 99-113### Infrastructure

C3SE (Chalmers Centre for Computational Science and Engineering)

### Subject Categories

Probability Theory and Statistics

### DOI

10.1016/j.matcom.2017.05.002