Application of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial (Q1722507)
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English | Application of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial |
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Application of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial (English)
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18 February 2019
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quasi-Monte Carlo methods
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PDEs with random coefficients
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uniform
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lognormal
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multi-level
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randomly shifted lattice rules
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