Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients |
scientific article |
Statements
Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (English)
0 references
20 September 2011
0 references
multi-level Monte Carlo method
0 references
partial differential equations with random coefficients
0 references
stochastic partial differential equations
0 references
elliptic equation
0 references
log-linear complexity
0 references
numerical examples
0 references
