A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients (Q744882)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients |
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A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients (English)
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12 October 2015
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stochastic Darcy problem
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multi-level Monte Carlo method
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control variate
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log-normal random-fields
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stochastic collocation
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Matérn covariance
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