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"Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field ..."

Matteo Croci, Michael B. Giles, Patrick E. Farrell (2021)

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DOI: 10.1137/20M1329044

access: closed

type: Journal Article

metadata version: 2023-08-28

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Matteo Croci, Michael B. Giles, Patrick E. Farrell:
Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling. SIAM J. Sci. Comput. 43(4): A2840-A2868 (2021)

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