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
Published in
SIAM-ASA Journal on Uncertainty Quantification
21662525 (eISSN)
Vol. 4 Issue 1 p. 312-330Categorizing
Subject Categories (SSIF 2011)
Mathematics
Identifiers
DOI
10.1137/140984294