A memory-constrained multi-level Monte Carlo method computes full-field PDE statistics with memory and CPU overhead comparable to a single scalar estimator, demonstrated on a coupled SPDE-Darcy-transport problem.
Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions,
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A Budgeted Multi-Level Monte Carlo Method for Full Field Estimates of Multi-PDE Problems
A memory-constrained multi-level Monte Carlo method computes full-field PDE statistics with memory and CPU overhead comparable to a single scalar estimator, demonstrated on a coupled SPDE-Darcy-transport problem.