
Supporting data for the paper:

"Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations"
by Mike Giles, Chris Lester and James Whittle

sde_adapted.eps   -- EPS file for figure 2
sde_adapted.txt   -- data in figure 2
sde_adapted.m     -- MATLAB program which generated both

ctmp_path.eps     -- EPS file for figure 3
ctmp_path.txt     -- data in figure 3
ctmp_path.m       -- MATLAB program which generated both

ctmp_adapted.eps  -- EPS file for figure 4
ctmp_adapted.txt  -- data in figure 4
ctmp_adapted.m    -- MATLAB program which generated both

mlmc.m            -- additional MATLAB functions used by
mlmc_test.m       -- both sde_adapted.m and ctmp_adapted.m


The MATLAB computations were performed using MATLAB version 