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An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system - MaRDI portal

An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system (Q2021187)

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An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system
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    An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system (English)
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    26 April 2021
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    stochastic partial differential equation (SPDEs)
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    stochastic drift-diffusion-Poisson system
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    adaptive mesh refinement
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    a priori error estimation
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    a posteriori error estimation
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    multilevel Monte Carlo
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