Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs
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convergenceheterogeneous multiscale finite element methodsmultilevel approximationsmultilevel Monte Carlo methodnumerical resultscale resolutionscale separationstochastic finite element methodsstochastic partial differential equations
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cited in
(46)- Multilevel Monte Carlo methods using ensemble level mixed MsFEM for two-phase flow and transport simulations
- Multi-level Monte Carlo weak Galerkin method with nested meshes for stochastic Brinkman problem
- Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
- Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling
- Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients
- The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system
- A multilevel Monte Carlo finite element method for the stochastic Cahn-Hilliard-Cook equation
- Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method
- Multiscale approach for stochastic elliptic equations in heterogeneous media
- A hierarchical finite element Monte Carlo method for stochastic two-scale elliptic equations
- Multilevel Monte Carlo method for ergodic SDEs without contractivity
- On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems
- A novel method for solving multiscale elliptic problems with randomly perturbed data
- Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs
- Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations
- Multilevel Monte Carlo approaches for numerical homogenization
- Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Adaptive multilevel Monte Carlo methods for stochastic variational inequalities
- Asymptotically compatible schemes for stochastic homogenization
- Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations
- Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes
- A Study of Elliptic Partial Differential Equations with Jump Diffusion Coefficients
- Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
- Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients
- Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method
- A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients
- A Multiscale Multilevel Monte Carlo Method for Multiscale Elliptic PDEs with Random Coefficients
- A data-driven approach for multiscale elliptic PDEs with random coefficients based on intrinsic dimension reduction
- Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
- Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method
- Multilevel Monte Carlo finite element methods for stochastic elliptic variational inequalities
- Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
- Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
- Subordinated Gaussian random fields in elliptic partial differential equations
- Reduced-order model-based variational inference with normalizing flows for Bayesian elliptic inverse problems
- A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems
- On properties and applications of Gaussian subordinated Lévy fields
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
- Complexity analysis of quasi continuous level Monte Carlo
- Multi-level Monte Carlo weak Galerkin method for elliptic equations with stochastic jump coefficients
- Tensor neural network-based machine learning method for elliptic multiscale problems
- Offline-online approximation of multiscale eigenvalue problems with random defects
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