Continuous level Monte Carlo is an unbiased, continuous version of the
c...
This paper provides a framework in which multilevel Monte Carlo and
cont...
General elliptic equations with spatially discontinuous diffusion
coeffi...
A variety of real-world applications are modeled via hyperbolic conserva...
To model subsurface flow in uncertain heterogeneous fractured media an
e...
Semilinear hyperbolic stochastic partial differential equations have var...
A variety of methods is available to quantify uncertainties arising with...