A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients (Q744882)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients |
scientific article; zbMATH DE number 6493155
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients |
scientific article; zbMATH DE number 6493155 |
Statements
A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients (English)
0 references
12 October 2015
0 references
stochastic Darcy problem
0 references
multi-level Monte Carlo method
0 references
control variate
0 references
log-normal random-fields
0 references
stochastic collocation
0 references
Matérn covariance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
