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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; SC0006402
Type:
Publisher's Accepted Manuscript
Journal Name:
Journal of Computational Physics
Additional Journal Information:
Journal Volume: 341; Journal Issue: C; Related Information: CHORUS Timestamp: 2018-01-11 04:58:35; Journal ID: ISSN 0021-9991
Publisher:
Elsevier
Sponsoring Org:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR) (SC-21)
Country of Publication:
United States
Language:
English
OSTI Identifier:
1416591