Multilevel Quasi-Monte Carlo Methods for Lognormal Diffusion Problems

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：easy8023

【摘要】

：

　　In this joint work with Rob Scheichl(Bath),Christoph Schwab(Zurich),Ian Sloan(UNSW),and Elizabeth Ullmann(Hamburg),we analyze a multilevel quasi-Monte Carlo

【作者】

：

Kuo Frances

【机构】

：

Univ.of New South Wales

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　In this joint work with Rob Scheichl(Bath),Christoph Schwab(Zurich),Ian Sloan(UNSW),and Elizabeth Ullmann(Hamburg),we analyze a multilevel quasi-Monte Carlo scheme applied to linear functionals of solution of a model steady-state flow in porous media.

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Multilevel Quasi-Monte Carlo Methods for Lognormal Diffusion Problems

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