Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (Q416123)

From MaRDI portal





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

    Statements

    Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    9 May 2012
    0 references
    Monte Carlo method
    0 references
    multilevel
    0 references
    stochastic PDE
    0 references
    numerical examples
    0 references
    elliptic partial differential equations with random coefficients
    0 references
    uncertainty quantification
    0 references
    groundwater flow
    0 references
    variance reduction
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references