Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling
type: Item
instance of: scholarly article
publication date: 2019-11-27T00:00:00Z
arXiv ID: 1911.12099
arXiv classification: math.NA
arXiv classification: cs.NA
author: Matteo Croci
author: Mike Giles
author: P. E. Farrell
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
DOI: 10.1137/20M1329044
MaRDI profile type: Publication
Wikidata QID: Q114074207
preprint of: Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
description: scientific article