Multilevel quasi-Monte Carlo methods for lognormal diffusion problems

Frances Y. Kuo, Robert Scheichl, Christoph Schwab, Ian H. Sloan, Elisabeth Ullmann

Research output: Contribution to journal › Article › peer-review

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Multilevel Monte Carlo Methods for Elliptic Problems
Scheichl, R. (PI)
Engineering and Physical Sciences Research Council
1/07/11 → 30/06/14
Project: Research council