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Multilevel Monte Carlo Method on Transmission of Monochromatic Waves Through a Slab of Random Medium

This paper is about the propagation of Monochromatic waves in random media which is the transmission and reflection energy through the slab with length L. Three different stochastic processes consider the probabilistic approach with continuous samples to simulate the random media. We solve the three equations using the Multilevel Monte Carlo method in comparison to conventional Monte Carlo. We use a different technique which decreases the variance of solution which makes it more precision and statistically efficient.