A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients (Q744882)
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scientific article; zbMATH DE number 6493155
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| English | A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients |
scientific article; zbMATH DE number 6493155 |
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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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0.8191277980804443
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0.7878515720367432
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0.7874807715415955
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0.7737975120544434
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0.770068883895874
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