Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients (Q4972102)
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scientific article; zbMATH DE number 7135561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients |
scientific article; zbMATH DE number 7135561 |
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Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients (English)
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22 November 2019
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quasi-Monte Carlo methods
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multilevel quasi-Monte Carlo
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uncertainty quantification
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error estimates
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high-dimensional quadrature
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elliptic partial differential equations with lognormal input
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