Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems

Frances Y. Kuo, Robert Scheichl, Christoph Schwab, Ian H. Sloan, Elisabeth Ullmann. Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems. Math. Comput., 86(308):2827-2860, 2017. [doi]

Authors

Frances Y. Kuo

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Robert Scheichl

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Christoph Schwab

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Ian H. Sloan

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Elisabeth Ullmann

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