A Multilevel Monte Carlo Method for Computing Failure Probabilities
Journal article, 2016
uncertainty quantification
multilevel Monte Carlo
failure probability
error analysis
Author
D. Elfverson
F. Hellman
Axel Målqvist
University of Gothenburg
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
SIAM-ASA Journal on Uncertainty Quantification
21662525 (eISSN)
Vol. 4 1 312-330Subject Categories
Mathematics
DOI
10.1137/140984294