A multilevel approach towards unbiased sampling of random elliptic partial differential equations

DOI10.1017/apr.2018.49OpenAlexW2962909849MaRDI QIDQ5215033

Shun Xu, Jingchen Liu, Xiaoou Li

Publication date: 5 February 2020

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.06349

zbMATH Keywords

Monte Carlo methodpartial differential equations with random coefficientsunbiased sampling

Mathematics Subject Classification ID

Monte Carlo methods (65C05) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies

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