Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling (2021)

First Author: Croci M
Attributed to:  Development of Multilevel Monte Carlo Algorithms for Mathematical Finance funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1137/20m1329044

Publication URI: http://dx.doi.org/10.1137/20m1329044

Type: Journal Article/Review

Parent Publication: SIAM Journal on Scientific Computing

Issue: 4