Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
type: Item
instance of: scholarly article
title: Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
DOI: 10.1137/20M1329044
author: Matteo Croci
author: Mike Giles
author: P. E. Farrell
published in: SIAM Journal on Scientific Computing
publication date: 2021-08-25T00:00:00Z
full work available at URL: https://arxiv.org/abs/1911.12099
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 65N30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 7385001
zbMATH Keywords: multilevel quasi Monte Carlo
zbMATH Keywords: white noise
zbMATH Keywords: nonnested meshes
zbMATH Keywords: Matérn Gaussian fields
zbMATH Keywords: finite elements
zbMATH Keywords: partial differential equations with random coefficients
Wikidata QID: Q114074207
describes a project that uses: hypre
describes a project that uses: FEniCS
describes a project that uses: sobol.cc
describes a project that uses: PETSc
describes a project that uses: SyFi
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7385001