A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow

DOI10.1137/130915005zbMath1330.65007arXiv1303.7343OpenAlexW1963049518MaRDI QIDQ3452536

Christian Ketelsen, A. L. Teckentrup, Tim Dodwell, Robert Scheichl

Publication date: 12 November 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.7343

zbMATH Keywords

finite element analysisMetropolis-Hastings algorithmmultilevel Monte CarloBayesian approachelliptic PDEs with random coefficientslog-normal coefficients

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Flows in porous media; filtration; seepage (76S05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical analysis or methods applied to Markov chains (65C40) Finite element methods applied to problems in fluid mechanics (76M10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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