Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling (Q5010235)
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scientific article; zbMATH DE number 7385001
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling |
scientific article; zbMATH DE number 7385001 |
Statements
Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling (English)
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25 August 2021
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multilevel quasi Monte Carlo
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white noise
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nonnested meshes
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Matérn Gaussian fields
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finite elements
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partial differential equations with random coefficients
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