Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (Q380318): Difference between revisions
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English | Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients |
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Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (English)
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13 November 2013
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multilevel Monte Carlo methods
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elliptic partial differential equations with random coefficients
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finite element
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error analysis
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convergence
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Karhunen-Loève expansion
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numerical result
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