Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates
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Publication:6402713
DOI10.1016/j.cma.2022.115582zbMath1507.65008arXiv2206.10314WikidataQ114196690 ScholiaQ114196690MaRDI QIDQ6402713
Yang Liu, Raúl Tempone, Erik von Schwerin, Joakim Beck
Publication date: 21 June 2022
Monte Carlo methods (65C05) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)