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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English | 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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