Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (Q380318): Difference between revisions
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| Property / author: Robert Scheichl / rank | |||
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| Property / author: Michael B. Giles / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H35 / rank | |||
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| Property / Mathematics Subject Classification ID: 35R60 / rank | |||
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| Property / Mathematics Subject Classification ID: 65N15 / rank | |||
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| Property / Mathematics Subject Classification ID: 65N30 / rank | |||
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| Property / zbMATH DE Number: 6226638 / rank | |||
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| Property / zbMATH Keywords | |||
multilevel Monte Carlo methods | |||
| Property / zbMATH Keywords: multilevel Monte Carlo methods / rank | |||
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elliptic partial differential equations with random coefficients | |||
| Property / zbMATH Keywords: elliptic partial differential equations with random coefficients / rank | |||
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finite element | |||
| Property / zbMATH Keywords: finite element / rank | |||
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error analysis | |||
| Property / zbMATH Keywords: error analysis / rank | |||
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convergence | |||
| Property / zbMATH Keywords: convergence / rank | |||
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Karhunen-Loève expansion | |||
| Property / zbMATH Keywords: Karhunen-Loève expansion / rank | |||
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numerical result | |||
| Property / zbMATH Keywords: numerical result / rank | |||
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Revision as of 11:36, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients |
scientific article |
Statements
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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