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Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods

Julia Charrier, Robert Scheichl, Aretha L. Teckentrup. Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods. SIAM J. Numerical Analysis, 51(1):322-352, 2013. [doi]

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