Multi-level Monte Carlo weak Galerkin method for elliptic equations with stochastic jump coefficients

DOI10.1016/j.amc.2015.11.064zbMath1410.65454OpenAlexW2200502854MaRDI QIDQ668915

Jingshi Li, Kai Zhang, Xiao Shen Wang

Publication date: 19 March 2019

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

Full work available at URL: https://doi.org/10.1016/j.amc.2015.11.064

zbMATH Keywords

weak Galerkinmulti-level Monte Carlostablizerstochastic jump coefficients

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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