Strong convergence analysis of iterative solvers for random operator equations
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Publication:2279182
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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Cites work
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Cited in
(8)- MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
- 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
- Fourier mode analysis of multigrid methods for partial differential equations with random coefficients
- On the convergence of iterations disturbed by strong gaussian random operators
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