Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods
DOI10.1007/s40072-015-0051-0zbMath1371.65008arXiv1312.6047OpenAlexW1608887775MaRDI QIDQ507013
Ivan G. Graham, Robert Scheichl, Elisabeth Ullmann
Publication date: 3 February 2017
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.6047
convergencemixed finite elementsnumerical experimentfluid flowmultilevel Monte Carlolognormal random fieldsrandom porous media
Monte Carlo methods (65C05) Flows in porous media; filtration; seepage (76S05) Stochastic analysis applied to problems in fluid mechanics (76M35) Error bounds for boundary value problems involving PDEs (65N15) 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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