Supporting data for the paper "Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes"

The attached files contain the supporting data for the paper "Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes" by Matteo Croci, Michael B. Giles, Marie E. Rognes and Patrick E. Farrell, as accepted in SIAM/ASA Journal on Uncertainty Quantificat...

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Bibliographic Details
Main Authors: Croci, M, Giles, M, Rognes, M, Farrell, P
Format: Dataset
Language:English
Published: University of Oxford 2018
Subjects:
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Summary:The attached files contain the supporting data for the paper "Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes" by Matteo Croci, Michael B. Giles, Marie E. Rognes and Patrick E. Farrell, as accepted in SIAM/ASA Journal on Uncertainty Quantification on 09 September 2018. See README file for additional information regarding the data.