Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling
When solving partial differential equations (PDEs) with random fields as coefficients, the efficient sampling of random field realizations can be challenging. In this paper we focus on the fast sampling of Gaussian fields using quasi-random points in a finite element and multilevel quasi Monte Carlo...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Society for Industrial and Applied Mathematics
2021
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