Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems

DOI10.1007/S10915-024-02539-9MaRDI QIDQ6500196

Tiangang Cui, Hans De Sterck, Unnamed Author, Robert Scheichl, Alexander D. Gilbert

Publication date: 10 May 2024

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical linear algebra (65Fxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Probabilistic methods, stochastic differential equations (65Cxx)

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