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"A Multi-Index Quasi-Monte Carlo Algorithm for Lognormal Diffusion Problems."

Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle (2017)

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DOI: 10.1137/16M1082561

access: closed

type: Journal Article

metadata version: 2024-02-05

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Pieterjan Robbe, Dirk Nuyens, Stefan Vandewalle:
A Multi-Index Quasi-Monte Carlo Algorithm for Lognormal Diffusion Problems. SIAM J. Sci. Comput. 39(5) (2017)

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