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08/02/2021
Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling
Multilevel Monte Carlo (MLMC) has become an important methodology in app...
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06/24/2020
A Relaxation/Finite Difference discretization of a 2D Semilinear Heat Equation over a rectangular domain
We consider an initial and Dirichlet boundary value problem for a semili...
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02/22/2020
