The multi-level Monte Carlo finite element method for a stochastic Brinkman problem
DOI10.1007/s00211-013-0537-5zbMath1281.65010OpenAlexW2063909992MaRDI QIDQ373227
Claude Jeffrey Gittelson, Rolf Stenberg, Juho Könnö, Christoph Schwab
Publication date: 22 October 2013
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/71923
stabilityconvergencenumerical experimentserror boundmixed finite elementmultilevel Monte CarloKarhunen-Loève expansionstochastic Brinkman problem
Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Nonlinear elliptic equations (35J60) 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) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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