Strong convergence analysis of iterative solvers for random operator equations

DOI10.1007/s10092-019-0342-3zbMath1431.65202OpenAlexW2982229070MaRDI QIDQ2279182

Lukas Herrmann

Publication date: 12 December 2019

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10092-019-0342-3

zbMATH Keywords

domain decomposition methodsmultigrid methodsuncertainty quantificationmultilevel Monte Carlostrong error estimatesrandom PDEs with lognormal coefficients

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) 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) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (4)

Bi-additive \(\sigma \)-random operator inequalities and random quasi-\(*\)-multipliers on MB-algebras ⋮ Near-optimal approximation methods for elliptic PDEs with lognormal coefficients ⋮ MDFEM: Multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM ⋮ Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems

Uses Software

• FFTW
• BETL
• gMLQMC

Cites Work

• An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
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• A MULTIGRID MULTILEVEL MONTE CARLO METHOD USING HIGH-ORDER FINITE-VOLUME SCHEME FOR LOGNORMAL DIFFUSION PROBLEMS
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