Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370): Difference between revisions

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+A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
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+Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
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+\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations
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+Simulation of stochastic partial differential equations using finite element methods
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+Sparse Tensor Discretization of Elliptic sPDEs
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+Sparse high order FEM for elliptic sPDEs
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+Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
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+ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S
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+Stochastic Equations in Infinite Dimensions
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+Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
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+Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
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+Elliptic partial differential equations of second order
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+Multilevel Monte Carlo Path Simulation
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+Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
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+Fast simulation of Gaussian random fields
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+Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data
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+An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
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+A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
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+Sparse finite elements for elliptic problems with stochastic loading
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+Sparse finite elements for stochastic elliptic problems --- higher order moments
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+Karhunen-Loève approximation of random fields by generalized fast multipole methods
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+Numerical solution of parabolic equations in high dimensions
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