Toeplitz Monte Carlo (Q2029071)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Toeplitz Monte Carlo |
scientific article |
Statements
Toeplitz Monte Carlo (English)
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3 June 2021
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Monte Carlo
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Toeplitz matrix
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fast matrix-vector multiplication
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high-dimensional integration
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PDEs with random coefficients
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