Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system

DOI10.1016/j.cma.2017.10.015zbMath1439.65007OpenAlexW2765186604MaRDI QIDQ2310184

Clemens Heitzinger, Amirreza Khodadadian, Leila Taghizadeh

Publication date: 6 April 2020

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

Full work available at URL: https://doi.org/10.1016/j.cma.2017.10.015

zbMATH Keywords

stochastic partial differential equationmultilevel Monte-Carlofield-effect transistormultilevel randomized quasi-Monte-Carlooptimal numerical methodrandomized quasi-Monte-Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (5)

Application of direct meshless local <scp>Petrov–Galerkin</scp> method for numerical solution of stochastic elliptic interface problems ⋮ Jacobi polynomials for the numerical solution of multi-dimensional stochastic multi-order time fractional diffusion-wave equations ⋮ A finite element approximation of a current-induced magnetization dynamics model ⋮ An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system ⋮ A multilevel Monte Carlo finite element method for the stochastic Cahn-Hilliard-Cook equation

Uses Software

• L-BFGS

Cites Work

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