Multi-level Monte Carlo weak Galerkin method with nested meshes for stochastic Brinkman problem

DOI10.1016/j.cam.2017.08.022zbMath1386.60240OpenAlexW2751417861MaRDI QIDQ1675950

Yongle Hao, Kai Zhang, Xiao Shen Wang

Publication date: 3 November 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.08.022

zbMATH Keywords

weak Galerkinstochastic Brinkman problemmulti-level Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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