Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations (SDEs). The computational bottleneck is the Monte Carlo algorit...
Main Authors: | Katsiolides, G, Muller, E, Scheichl, R, Shardlow, T, Giles, M, Thomson, D |
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Format: | Journal article |
Published: |
Elsevier
2017
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