Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (Q416123)
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scientific article; zbMATH DE number 6032206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients |
scientific article; zbMATH DE number 6032206 |
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Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (English)
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9 May 2012
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Monte Carlo method
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multilevel
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stochastic PDE
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numerical examples
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elliptic partial differential equations with random coefficients
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uncertainty quantification
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groundwater flow
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variance reduction
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