Multilevel Monte Carlo FEM for elliptic PDEs with Besov random tree priors

DOI10.1007/S40072-023-00313-WMaRDI QIDQ6606150

Andreas Stein, Christoph Schwab

Publication date: 16 September 2024

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

zbMATH Keywords

uncertainty quantificationmultilevel Monte CarloBesov priorelliptic diffusion PDEGalton Watson tree

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Miscellaneous topics in partial differential equations (35Rxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

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