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]

@article{KuoSSSU17,
  title = {Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems},
  author = {Frances Y. Kuo and Robert Scheichl and Christoph Schwab and Ian H. Sloan and Elisabeth Ullmann},
  year = {2017},
  doi = {10.1090/mcom/3207},
  url = {https://doi.org/10.1090/mcom/3207},
  researchr = {https://researchr.org/publication/KuoSSSU17},
  cites = {0},
  citedby = {0},
  journal = {Math. Comput.},
  volume = {86},
  number = {308},
  pages = {2827-2860},
}