Convergence Acceleration for Time-Dependent Parametric Multifidelity Models
نویسندگان
چکیده
منابع مشابه
Convergence analysis of multifidelity Monte Carlo estimation
The multifidelity Monte Carlo method provides a general framework for combining cheap low-fidelity approximations of an expensive highfidelity model to accelerate the Monte Carlo estimation of statistics of the high-fidelity model output. In this work, we investigate the properties of multifidelity Monte Carlo estimation in the setting where a hierarchy of approximations can be constructed with...
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ژورنال
عنوان ژورنال: SIAM Journal on Numerical Analysis
سال: 2019
ISSN: 0036-1429,1095-7170
DOI: 10.1137/18m1170339