Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient (Q5741190)

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scientific article; zbMATH DE number 6605411
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Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient
scientific article; zbMATH DE number 6605411

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    Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient (English)
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    22 July 2016
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    multilevel quadrature
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    PDEs with stochastic data
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    log-normal diffusion
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    Karhunen-Loève expansion
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    finite element method
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    stochastic partial differential equations
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    error estimates
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    Monte Carlo method
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    numerical experiment
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