Multi-level Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic PDEs with Random Coefficients

Frances Y. Kuo, Christoph Schwab, Ian H. Sloan. Multi-level Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic PDEs with Random Coefficients. Foundations of Computational Mathematics, 15(2):411-449, 2015. [doi]

Abstract

Abstract is missing.