UQOP : Uncertainty Quantification and OPtimization
18-20 Mar 2019 Paris (France)
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sciencesconf.org:uqop:247415
Multilevel Monte Carlo estimation of Sobol' indices for sensitivity analysis
Paul Mycek
1, *,
@
,
Matthias De Lozzo
2,
@
1 :
CERFACS
CERFACS
2 :
IRT Saint Exupéry - Institut de Recherche Technologique
IRT Saint Exupéry - Institut de Recherche Technologique
* :
Corresponding author
Subject :
:
oral
Topics
:
Numerical methods for uncertain problems
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:
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