Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes

DOI10.1002/NLA.2146zbMath1499.65006arXiv1712.06758OpenAlexW2963252128MaRDI QIDQ4684524

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Publication date: 1 October 2018

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.06758

zbMATH Keywords

mixed finite elementsmultilevel methodsuncertainty quantificationmultilevel Monte Carlononmatching meshesPDEs with random input data\(H(\operatorname{div})\) problemsPDE sampler

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Uses Software

• P3DFFT
• PFFT
• R-INLA

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