Renormalization Based MLMC Method for Scalar Elliptic SPDE

DOI10.1007/978-3-319-73441-5_31zbMath1476.65011OpenAlexW2781641072MaRDI QIDQ3297449

Jan Mohring, Nikolay Shegunov, O. P. Iliev

Publication date: 20 July 2020

Published in: Large-Scale Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-73441-5_31

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Parallel Multilevel Monte Carlo Algorithms for Elliptic PDEs with Random Coefficients

Cites Work

• Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
• A generic grid interface for parallel and adaptive scientific computing. I: Abstract framework
• Multilevel Monte Carlo methods using ensemble level mixed MsFEM for two-phase flow and transport simulations
• Multilevel Monte Carlo Methods
• Uncertainty Quantification for Porous Media Flow Using Multilevel Monte Carlo
• Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
• Two-Level Adaptive Algebraic Multigrid for a Sequence of Problems with Slowly Varying Random Coefficients

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