A Multiscale Multilevel Monte Carlo Method for Multiscale Elliptic PDEs with Random Coefficients

DOI10.4208/CMR.2020-0009MaRDI QIDQ5142967zbMATH OpenOpenAlexWikidataFDO

Authors Junlong Lv, Zhiwen Zhang

Publication date 14 January 2021

Published in Communications in Mathematical Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/cmr.2020-0009

zbMATH Keywords

convergence analysismultilevel Monte Carlo methodmultiscale finite element methodrandom partial differential equationsreduced basisuncertainty quantification

Mathematics Subject Classification ID

Monte Carlo methods (65C05) 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)

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Cited in

(17)

• A multiscale stochastic finite element method on elliptic problems involving uncertainties
• Examples of computational approaches for elliptic, possibly multiscale PDEs with random inputs
• Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM
• Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients
• Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients
• On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems
• A novel method for solving multiscale elliptic problems with randomly perturbed data
• A multiscale method for semi-linear elliptic equations with localized uncertainties and non-linearities
• Application of the Monte Carlo method with meshless random walk procedure to selected scalar elliptic problems
• A low-rank approximated multiscale method for PDEs with random coefficients
• A model reduction method for multiscale elliptic PDEs with random coefficients using an optimization approach
• Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method
• Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
• Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs
• Exploring the locally low dimensional structure in solving random elliptic PDEs
• A novel numerical method for McKean-Vlasov stochastic differential equation
• Numerical approximation and dynamics of periodic solution in distribution of stochastic differential equations

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