Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients |
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Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (English)
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20 September 2011
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multi-level Monte Carlo method
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partial differential equations with random coefficients
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stochastic partial differential equations
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elliptic equation
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log-linear complexity
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numerical examples
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