Multilevel Monte Carlo Finite Element Methods for Stochastic Elliptic Variational Inequalities

DOI10.1137/130916126zbMath1320.65176OpenAlexW2043494691MaRDI QIDQ5254136

Ralf Kornhuber, Christoph Schwab, Maren-Wanda Wolf

Publication date: 9 June 2015

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a894ea546dc92251052aee6a8d06bc039b7403a3

zbMATH Keywords

variational inequalitiesstochastic partial differential equationsmultilevel methodsmultilevel Monte Carlostochastic finite element methods

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) 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) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for variational inequalities and related problems (65K15)

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