Strong convergence analysis of iterative solvers for random operator equations
DOI10.1007/S10092-019-0342-3zbMATH Open1431.65202OpenAlexW2982229070MaRDI QIDQ2279182FDOQ2279182
Authors: 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
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uncertainty quantificationmultilevel Monte Carlodomain decomposition methodsmultigrid methodsstrong error estimatesrandom PDEs with lognormal coefficients
Monte Carlo methods (65C05) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random operators and equations (aspects of stochastic analysis) (60H25)
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Cited In (8)
- Bi-additive \(\sigma \)-random operator inequalities and random quasi-\(*\)-multipliers on MB-algebras
- Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems
- Near-optimal approximation methods for elliptic PDEs with lognormal coefficients
- On the convergence of iterations disturbed by strong gaussian random operators
- Fourier mode analysis of multigrid methods for partial differential equations with random coefficients
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- MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
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