A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems (Q5372657)
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scientific article; zbMATH DE number 6799814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems |
scientific article; zbMATH DE number 6799814 |
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A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems (English)
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27 October 2017
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multilevel Monte Carlo
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multi-index Monte Carlo
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quasi-Monte Carlo
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elliptic PDEs
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uncertainty quantification
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