Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (Q416123)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients |
scientific article |
Statements
Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (English)
0 references
9 May 2012
0 references
Monte Carlo method
0 references
multilevel
0 references
stochastic PDE
0 references
numerical examples
0 references
elliptic partial differential equations with random coefficients
0 references
uncertainty quantification
0 references
groundwater flow
0 references
variance reduction
0 references
0 references
0 references
