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Multilevel Monte Carlo for the Feynman–Kac formula for the Laplace equation |
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| Authors: | Stefan Pauli Robert Nicholas Gantner Peter Arbenz Andreas Adelmann |
| Institution: | 1. Computer Science Department and Seminar for Applied Mathematics, ETH Zurich, Zurich, Switzerland 2. Computer Science Department, ETH Zurich, Zurich, Switzerland 3. Seminar for Applied Mathematics, ETH Zurich, Zurich, Switzerland 4. Large Research Facilities (GFA), Paul Scherrer Institute (PSI), Villigen, Switzerland |
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