A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields (Q5372642)

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scientific article; zbMATH DE number 6799801
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A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields
scientific article; zbMATH DE number 6799801

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    A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields (English)
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    27 October 2017
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    multilevel methods
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    PDEs with random input data
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    mixed finite elements
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    uncertainty quantification
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    multilevel Monte Carlo
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