Multi-level Monte Carlo weak Galerkin method for elliptic equations with stochastic jump coefficients
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DOI: 10.1016/j.amc.2015.11.064
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References listed on IDEAS
- Sobol, I.M., 1998. "On quasi-Monte Carlo integrations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 47(2), pages 103-112.
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- Robin Merkle & Andrea Barth, 2023. "On Properties and Applications of Gaussian Subordinated Lévy Fields," Methodology and Computing in Applied Probability, Springer, vol. 25(2), pages 1-33, June.
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Keywords
Multi-level Monte Carlo; Stochastic jump coefficients; Weak Galerkin; Stablizer;All these keywords.
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