An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system

DOI10.1016/j.cma.2020.113163zbMath1462.65166arXiv1904.05851OpenAlexW2935960864MaRDI QIDQ2021187

Amirreza Khodadadian, Clemens Heitzinger, Maryam Parvizi

Publication date: 26 April 2021

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.05851

zbMATH Keywords

adaptive mesh refinementa posteriori error estimationmultilevel Monte Carloa priori error estimationstochastic drift-diffusion-Poisson systemstochastic partial differential equation (SPDEs)

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Statistical mechanics of semiconductors (82D37) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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Uses Software

• ALEA

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