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Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients - MaRDI portal

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

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scientific article; zbMATH DE number 6032206
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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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