An adaptive multilevel Monte Carlo method with stochastic bounds for quantities of interest with uncertain data
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Publication:3179327
uncertainty quantificationadaptive methodsmultilevel Monte Carlopartial differential equations with random coefficients
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) 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 linear operators (47B80)
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Cites work
- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 4055377 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
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- Adaptive stochastic Galerkin FEM
- An a posteriori error estimate and a comparison theorem for the nonconforming \(P_{1}\) element
- An optimal Poincaré inequality for convex domains
- Aspects of guaranteed error control in CPDEs
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- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
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- Goal-oriented error estimation and adaptivity for the finite element method
- Inhomogeneous Dirichlet conditions in a priori and a posteriori finite element error analysis
- Local equilibration error estimators for guaranteed error control in adaptive stochastic higher-order Galerkin finite element methods
- Minimizing Neumann fundamental tones of triangles: an optimal Poincaré inequality
- Mixed finite element methods and applications
- Multi-index Monte Carlo: when sparsity meets sampling
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
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- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Stochastic finite element methods for partial differential equations with random input data
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- The post-processing approach in the finite element method—part 1: Calculation of displacements, stresses and other higher derivatives of the displacements
Cited in
(20)- Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates
- An adaptive hp-version stochastic Galerkin method for constrained optimal control problem governed by random reaction diffusion equations
- Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
- Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients
- Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
- Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies
- Context-aware learning of hierarchies of low-fidelity models for multi-fidelity uncertainty quantification
- Goal-oriented adaptive modeling of random heterogeneous media and model-based multilevel Monte Carlo methods
- Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models
- Quantifying discretization errors for soft tissue simulation in computer assisted surgery: a preliminary study
- An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- Recycling samples in the multigrid multilevel (quasi-)Monte Carlo method
- $hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations
- Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey
- Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
- Goal-oriented error estimation and adaptivity for elliptic PDEs with parametric or uncertain inputs
- Adaptive multilevel Monte Carlo methods for stochastic variational inequalities
- Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification
- Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs
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