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A Multilevel Approach towards Unbiased Sampling of Random Elliptic Partial Differential Equations - MaRDI portal

A Multilevel Approach towards Unbiased Sampling of Random Elliptic Partial Differential Equations

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Publication:6273728

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DOI10.1017/apr.2018.49arXiv1605.06349MaRDI QIDQ6273728

Jingchen Liu, Xiaoou Li, Shun Xu

Publication date: 20 May 2016

Mathematics Subject Classification ID

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

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