Improved error estimates of ensemble Monte Carlo methods for random transient heat equations with uncertain inputs

DOI10.1007/s40314-024-03022-9MaRDI QIDQ6659768

XianBing Luo, Shuyu Sun, Changlun Ye, Jinjun Yong

Publication date: 9 January 2025

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

uncertaintyMonte Carlo methoddiffusion coefficientoptimal convergence rateensembletransient heat equation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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