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Title: A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems

Authors:
; ; ;
Publication Date:
Grant/Contract Number:
PSAAP2
Type:
Publisher's Accepted Manuscript
Journal Name:
Journal of Computational Physics
Additional Journal Information:
Journal Volume: 341; Journal Issue: C; Related Information: CHORUS Timestamp: 2018-09-02 23:28:22; Journal ID: ISSN 0021-9991
Publisher:
Elsevier
Sponsoring Org:
USDOE
Country of Publication:
United States
Language:
English
OSTI Identifier:
1416591