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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

Fairbanks, Hillary R., Doostan, Alireza, Ketelsen, Christian, and Iaccarino, Gianluca. A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems. United States: N. p., Web. doi:10.1016/j.jcp.2017.03.060.
Fairbanks, Hillary R., Doostan, Alireza, Ketelsen, Christian, & Iaccarino, Gianluca. A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems. United States. doi:10.1016/j.jcp.2017.03.060.
Fairbanks, Hillary R., Doostan, Alireza, Ketelsen, Christian, and Iaccarino, Gianluca. 2017. "A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems". United States. doi:10.1016/j.jcp.2017.03.060.
@article{osti_1416591,
title = {A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems},
author = {Fairbanks, Hillary R. and Doostan, Alireza and Ketelsen, Christian and Iaccarino, Gianluca},
abstractNote = {},
doi = {10.1016/j.jcp.2017.03.060},
journal = {Journal of Computational Physics},
number = C,
volume = 341,
place = {United States},
year = {2017},
month = {7}
}