Strong convergence analysis of iterative solvers for random operator equations
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uncertainty quantificationmultilevel Monte Carlodomain decomposition methodsmultigrid methodsstrong error estimatesrandom PDEs with lognormal coefficients
Monte Carlo methods (65C05) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random operators and equations (aspects of stochastic analysis) (60H25)
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Cites work
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
- scientific article; zbMATH DE number 3596197 (Why is no real title available?)
- scientific article; zbMATH DE number 467276 (Why is no real title available?)
- scientific article; zbMATH DE number 2000348 (Why is no real title available?)
- scientific article; zbMATH DE number 762608 (Why is no real title available?)
- A MULTIGRID MULTILEVEL MONTE CARLO METHOD USING HIGH-ORDER FINITE-VOLUME SCHEME FOR LOGNORMAL DIFFUSION PROBLEMS
- Accelerating stochastic collocation methods for partial differential equations with random input data
- Algebraic multigrid methods
- An Optimal Order Process for Solving Finite Element Equations
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- An introduction to computational stochastic PDEs
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
- Concentration inequalities. A nonasymptotic theory of independence
- Efficient iterative solvers for stochastic Galerkin discretizations of log-transformed random diffusion problems
- Elliptic problems in nonsmooth domains
- Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
- Iterative Methods by Space Decomposition and Subspace Correction
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Multilevel Monte Carlo Path Simulation
- Multilevel QMC with product weights for affine-parametric, elliptic PDEs
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
- Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients
- New Estimates for Multilevel Algorithms Including the V-Cycle
- Numerical analysis of lognormal diffusions on the sphere
- Parallel Multilevel Preconditioners
- Preconditioning Stochastic Galerkin Saddle Point Systems
- Strong and weak error estimates for elliptic partial differential equations with random coefficients
- Superlinear convergence of conjugate gradients
- The Analysis of Multigrid Algorithms with Nonnested Spaces or Noninherited Quadratic Forms
- The Analysis of Smoothers for Multigrid Algorithms
- The analysis of multigrid methods
Cited in
(8)- MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
- Bi-additive \(\sigma \)-random operator inequalities and random quasi-\(*\)-multipliers on MB-algebras
- Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems
- Near-optimal approximation methods for elliptic PDEs with lognormal coefficients
- Fourier mode analysis of multigrid methods for partial differential equations with random coefficients
- On the convergence of iterations disturbed by strong gaussian random operators
- scientific article; zbMATH DE number 7295859 (Why is no real title available?)
- scientific article; zbMATH DE number 7416599 (Why is no real title available?)
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