Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation
DOI10.1137/23m1569216arXiv2304.14049OpenAlexW4390977399MaRDI QIDQ6150470
Annika Lang, Axel Målqvist, Per Ljung
Publication date: 6 March 2024
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2304.14049
strong convergencestochastic partial differential equationsmultiscale methodnumerical homogenizationlocalized orthogonal decomposition(multilevel) Monte Carlo methods
Monte Carlo methods (65C05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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