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Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation

Frances Y. Kuo, Dirk Nuyens. Application of Quasi-Monte Carlo Methods to Elliptic PDEs with Random Diffusion Coefficients: A Survey of Analysis and Implementation. Foundations of Computational Mathematics, 16(6):1631-1696, 2016. [doi]

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