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A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow - MaRDI portal

A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow (Q3452536)

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A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow
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    A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow (English)
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    12 November 2015
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    elliptic PDEs with random coefficients
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    log-normal coefficients
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    finite element analysis
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    Bayesian approach
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    Metropolis-Hastings algorithm
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    multilevel Monte Carlo
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