ERRATUM: A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow

DOI10.1137/19M1278089zbMath1445.35344OpenAlexW3133696959WikidataQ126555491 ScholiaQ126555491MaRDI QIDQ4960980

Tim Dodwell, A. L. Teckentrup, Christian Ketelsen, Robert Scheichl

Publication date: 24 April 2020

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/19m1278089

zbMATH Keywords

finite element analysis Metropolis-Hastings algorithm multilevel Monte Carlo Bayesian approach elliptic PDEs with random coefficients log-normal coefficients

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Flows in porous media; filtration; seepage (76S05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical analysis or methods applied to Markov chains (65C40) Finite element methods applied to problems in fluid mechanics (76M10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow

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