Multilevel Monte Carlo estimators for elliptic PDEs with L\'evy-type diffusion coefficient
DOI10.1007/S10543-022-00912-4zbMath1509.65117arXiv2108.05604WikidataQ114227186 ScholiaQ114227186MaRDI QIDQ6375060
Publication date: 12 August 2021
Random fields (60G60) Monte Carlo methods (65C05) Flows in porous media; filtration; seepage (76S05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random operators and equations (aspects of stochastic analysis) (60H25) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Jump processes on discrete state spaces (60J74) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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