Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems

DOI10.1007/S10915-024-02539-9MaRDI QIDQ6500196zbMATH OpenFDO

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)

Copyright license Creative Commons Attribution 4.0 International

Mathematics Subject Classification ID

Numerical methods for partial differential equations, boundary value problems (65Nxx) Numerical linear algebra (65Fxx) Probabilistic methods, stochastic differential equations (65Cxx)

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