Convergence analysis of multifidelity Monte Carlo estimation
Abstract The multifidelity Monte Carlo method provides a general framework for combining cheap low-fidelity approximations of an expensive high-fidelity model to accelerate the Monte Carlo estimation of statistics of the high-fidelity model output. In this work, we investigate the pro...
Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | English |
Published: |
Springer Berlin Heidelberg
2021
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Online Access: | https://hdl.handle.net/1721.1/131836 |