Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems (Q5270835)
From MaRDI portal
scientific article; zbMATH DE number 6738304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems |
scientific article; zbMATH DE number 6738304 |
Statements
Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems (English)
0 references
3 July 2017
0 references
error analysis
0 references
multilevel estimator
0 references
lognormal diffusion problems
0 references
multilevel quasi-Monte Carlo finite element discretisations
0 references
convergence
0 references
variance reduction
0 references
Gaussian random field
0 references
numerical experiments
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
