Multilevel approximation of Gaussian random fields: Fast simulation
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Publication:5112023
DOI10.1142/S0218202520500050zbMath1448.60110OpenAlexW2987225697WikidataQ126795790 ScholiaQ126795790MaRDI QIDQ5112023
Kristin Kirchner, Christoph Schwab, Lukas Herrmann
Publication date: 27 May 2020
Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218202520500050
Random fields (60G60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical analysis or methods applied to Markov chains (65C40) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)
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Cites Work
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