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

zbMATH Keywords

convergencemixed finite elementsnumerical experimentfluid flowmultilevel Monte Carlolognormal random fieldsrandom porous media

Mathematics Subject Classification ID

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)

Related Items

Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients ⋮ Multilevel Estimation of Rare Events ⋮ A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow ⋮ Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients ⋮ Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data ⋮ Monte Carlo convergence rates for \(k\)th moments in Banach spaces ⋮ Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling ⋮ Two guaranteed equilibrated error estimators for harmonic formulations in eddy current problems ⋮ Efficient Reduced Basis Methods for Saddle Point Problems with Applications in Groundwater Flow ⋮ Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity ⋮ Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification ⋮ Multilevel Markov Chain Monte Carlo ⋮ Nonconforming Mixed FEM Analysis for Multi-Term Time-Fractional Mixed Sub-Diffusion and Diffusion-Wave Equation with Time-Space Coupled Derivative ⋮ Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The multi-level Monte Carlo finite element method for a stochastic Brinkman problem
• Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
• Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
• Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
• Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
• Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Finite elements for elliptic problems with stochastic coefficients
• Localization of the Aronszajn-Slobodeckij norm and application to adaptive boundary element methods. II: The three-dimensional case
• Theory and practice of finite elements.
• Computational aspects of the stochastic finite element method
• Karhunen-Loève approximation of random fields by generalized fast multipole methods
• Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients
• Global Estimates for Mixed Methods for Second Order Elliptic Equations
• Approximating Infinity-Dimensional Stochastic Darcy's Equations without Uniform Ellipticity
• A Priori Error Analysis of Stochastic Galerkin Mixed Approximations of Elliptic PDEs with Random Data
• Multilevel Monte Carlo Path Simulation
• Finite elements in computational electromagnetism
• Finite Element Interpolation of Nonsmooth Functions Satisfying Boundary Conditions
• Spectral Methods for Uncertainty Quantification
• Mixed and nonconforming finite element methods : implementation, postprocessing and error estimates
• Polynomial Approximation of Functions in Sobolev Spaces
• The Numerical Solution of Integral Equations of the Second Kind
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Mixed Finite Element Methods and Applications
• Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods
• STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM
• Error analysis of variable degree mixed methods for elliptic problems via hybridization
• Approximation of a structural acoustic vibration problem by hexahedral finite elements
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Parallel computation of flow in heterogeneous media modelled by mixed finite elements

This page was built for publication: Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods