Multilevel Monte Carlo method based on multigrid discretizations for stochastic eigenvalue problem

DOI10.1080/00207160.2025.2597262MaRDI QIDQ7313274zbMATH OpenFDO

Authors Tao Gong, Changlun Ye, Hai Bi

Publication date 12 August 2026

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2025.2597262

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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