Multilevel Monte Carlo finite element methods for stochastic elliptic variational inequalities

DOI10.1137/130916126MaRDI QIDQ5254136zbMATH OpenOpenAlexFDO

Authors Ralf Kornhuber, Christoph Schwab, Maren-Wanda Wolf

Publication date 9 June 2015

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/a894ea546dc92251052aee6a8d06bc039b7403a3

zbMATH Keywords

stochastic partial differential equationsvariational inequalitiesmultilevel Monte Carlomultilevel methodsstochastic finite element methods

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for variational inequalities and related problems (65K15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Recommendations

• Adaptive multilevel Monte Carlo methods for stochastic variational inequalities
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• A polynomial chaos approach to stochastic variational inequalities
• Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
• Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs

Cited in

(12)

• Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs
• Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method
• Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method
• Multi-level Monte Carlo weak Galerkin method for elliptic equations with stochastic jump coefficients
• A multilevel Monte Carlo finite element method for the stochastic Cahn-Hilliard-Cook equation
• A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model
• Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
• A polynomial chaos approach to stochastic variational inequalities
• A multigrid multilevel Monte Carlo method for Stokes-Darcy model with random hydraulic conductivity and Beavers-Joseph condition
• Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems
• Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method
• Adaptive multilevel Monte Carlo methods for stochastic variational inequalities

This page was built for publication: Multilevel Monte Carlo finite element methods for stochastic elliptic variational inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5254136)