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Enhanced multi-index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems

Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle. Enhanced multi-index Monte Carlo by means of multiple semicoarsened multigrid for anisotropic diffusion problems. Numerical Lin. Alg. with Applic., 28(3), 2021. [doi]

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