A Multiscale Multilevel Monte Carlo Method for Multiscale Elliptic PDEs with Random Coefficients

DOI10.4208/CMR.2020-0009zbMath1463.65002OpenAlexW3030339552WikidataQ114021237 ScholiaQ114021237MaRDI QIDQ5142967

Junlong Lv, Zhiwen Zhang

Publication date: 14 January 2021

Published in: Communications in Mathematical Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/cmr.2020-0009

zbMATH Keywords

convergence analysisuncertainty quantificationmultilevel Monte Carlo methodreduced basismultiscale finite element methodrandom partial differential equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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