Multilevel Markov Chain Monte Carlo
type: Item
instance of: scholarly article
title: Multilevel Markov Chain Monte Carlo
zbMATH Open document ID: 1432.65008
DOI: 10.1137/19M126966X
author: Tim Dodwell
author: Christian Ketelsen
author: A. L. Teckentrup
author: Robert Scheichl
published in: SIAM Review
publication date: 2019-09-02T00:00:00Z
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 65N30
Mathematics Subject Classification ID: 65N75
Mathematics Subject Classification ID: 76S05
zbMATH DE Number: 7100498
zbMATH Keywords: elliptic PDEs with random coefficients
zbMATH Keywords: log-normal coefficients
zbMATH Keywords: finite element analysis
zbMATH Keywords: Metropolis-Hastings algorithms
zbMATH Keywords: multilevel Monte Carlo
describes a project that uses: UMFPACK
describes a project that uses: FreeFem++
MaRDI profile type: MaRDI publication profile
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full work available at URL: 19m126966x
OpenAlex ID: W2965797527
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