Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (Q416123): Difference between revisions

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+Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
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+Optimal multigrid algorithms for calculating thermodynamic limits
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+Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods
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+Parallel computation of flow in heterogeneous media modelled by mixed finite elements
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+Computational aspects of the stochastic finite element method
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+Efficient Solvers for a Linear Stochastic Galerkin Mixed Formulation of Diffusion Problems with Random Data
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+Q3997987
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+Q3504233
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+Multilevel Monte Carlo Path Simulation
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+Q3656688
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+Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
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+Q4433869
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+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
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+Karhunen-Loève approximation of random fields by generalized fast multipole methods
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+Multilevel Block Factorization Preconditioners
@@ Property / cites work: Multilevel Block Factorization Preconditioners / rank @@
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+Q3583848
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