Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling

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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Croci, M, Giles, M, Farrell, PE
Formáid:	Journal article
Teanga:	English
Foilsithe / Cruthaithe:	Society for Industrial and Applied Mathematics 2021

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