A multi-order Monte Carlo hierarchy using IMEX Runge-Kutta time integrators for uncertainty quantification in multiscale hyperbolic systems achieves error and variance reduction while preserving asymptotic consistency.
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Multi-Order Monte Carlo IMEX hierarchies for uncertainty quantification in multiscale hyperbolic systems
A multi-order Monte Carlo hierarchy using IMEX Runge-Kutta time integrators for uncertainty quantification in multiscale hyperbolic systems achieves error and variance reduction while preserving asymptotic consistency.