Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs (Q5411170)

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scientific article; zbMATH DE number 6287079
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Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs
scientific article; zbMATH DE number 6287079

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    Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs (English)
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    22 April 2014
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    multilevel Monte Carlo method
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    stochastic partial differential equations
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    stochastic finite element methods
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    multilevel approximations
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    heterogeneous multiscale finite element methods
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    scale separation
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    scale resolution
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    convergence
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    numerical result
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