A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients

DOI10.1007/978-3-030-43465-6_22OpenAlexW3022700862MaRDI QIDQ5117944

Andrea Barth, Andreas Stein

Publication date: 26 August 2020

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.02129

zbMATH Keywords

parabolic equationporous mediaadvection-diffusion equationmultilevel Monte Carlo methodfractured mediaflow in heterogeneous mediajump-diffusion coefficientnon-continuous random fields

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Related Items (2)

Subordinated Gaussian random fields in elliptic partial differential equations ⋮ Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient

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