Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems
From MaRDI portal
Publication:6500196
DOI10.1007/S10915-024-02539-9MaRDI QIDQ6500196FDOQ6500196
Authors: Tiangang Cui, H. De Sterck, Alexander D. Gilbert, Robert Scheichl
Publication date: 10 May 2024
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Recommendations
- Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. I: Regularity and error analysis
- Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. II: Efficient algorithms and numerical results
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- An MLMCE-HDG method for the convection diffusion equation with random diffusivity
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
Numerical methods for partial differential equations, boundary value problems (65Nxx) Numerical linear algebra (65Fxx) Probabilistic methods, stochastic differential equations (65Cxx)
Cites Work
- ARPACK Users' Guide
- Direct Methods for Sparse Linear Systems
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Elliptic problems in nonsmooth domains
- Streamline upwind/Petrov-Galerkin formulations for convection dominated flows with particular emphasis on the incompressible Navier-Stokes equations
- Title not available (Why is that?)
- Multilevel Monte Carlo Path Simulation
- Steady-state convection-diffusion problems
- Adaptive finite element methods for computing band gaps in photonic crystals
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- Space and space-time modeling using process convolutions
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- A new finite element formulation for computational fluid dynamics. III: The generalized streamline operator for multidimensional advective- diffusive systems
- A robust Petrov-Galerkin discretisation of convection-diffusion equations
- Title not available (Why is that?)
- An adaptive homotopy approach for non-selfadjoint eigenvalue problems
- Variations on Arnoldi's method for computing eigenelements of large unsymmetric matrices
- The principle of minimized iterations in the solution of the matrix eigenvalue problem
- High-dimensional integration: The quasi-Monte Carlo way
- Finite element methods for first-order hyperbolic systems with particular emphasis on the compressible Euler equations
- An unusual stabilized finite element method for a generalized Stokes problem
- Adaptivity and variational stabilization for convection-diffusion equations
- Chebyshev Acceleration Techniques for Solving Nonsymmetric Eigenvalue Problems
- Title not available (Why is that?)
- A new finite element formulation for computational fluid dynamics. VIII. The Galerkin/least-squares method for advective-diffusive equations
- Planewave expansion methods for photonic crystal fibres
- Multigrid Methods for Nearly Singular Linear Equations and Eigenvalue Problems
- Finite element method. Vol. 3: Fluid dynamics.
- Diffusion by a Random Velocity Field
- On the definition of the SUPG parameter
- Homotopy Method for the Large, Sparse, Real Nonsymmetric Eigenvalue Problem
- An efficient method for band structure calculations in 3D photonic crystals
- Multilevel quasi-Monte Carlo path simulation
- Title not available (Why is that?)
- On the convergence of the Rayleigh quotient iteration for the computation of the characteristic roots and vectors. I, II
- Constructing Embedded Lattice Rules for Multivariate Integration
- A simple subgrid scale stabilized method for the advection-diffusion-reaction equation
- Stability of the SUPG finite element method for transient advection-diffusion problems
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
- On the Complexity of Sparse $QR$ and $LU$ Factorization of Finite-Element Matrices
- Iterative procedures related to relaxation methods for eigenvalue problems
- An Arnoldi code for computing selected eigenvalues of sparse, real, unsymmetric matrices
- Title not available (Why is that?)
- Scalar diffusion in simulated helical turbulence with molecular diffusivity
- $hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations
- Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
- Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
This page was built for publication: Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6500196)