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The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system - MaRDI portal

The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system (Q2309786)

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The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system
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    The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system (English)
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    6 April 2020
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    stochastic drift-diffusion-Poisson system
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    existence and uniqueness
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    multi-level Monte-Carlo finite-element method
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    optimal method
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