Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods
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Publication:4918808
DOI10.1137/110853054zbMath1273.65008OpenAlexW2094168343MaRDI QIDQ4918808
Julia Charrier, A. L. Teckentrup, Robert Scheichl
Publication date: 6 May 2013
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/804f65d4d7a9b258e221ad405900247a8fffafac
log-normal coefficientslack of full regularitynot uniformly elliptic or boundedPDEs with stochastic datatruncated Karhunen-Loéve expansion
Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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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