Strong convergence analysis of iterative solvers for random operator equations
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domain decomposition methodsmultigrid methodsmultilevel Monte Carlorandom PDEs with lognormal coefficientsstrong error estimatesuncertainty quantification
Random operators and equations (aspects of stochastic analysis) (60H25) Monte Carlo methods (65C05) 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) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)
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Cites work
- 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 explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- An introduction to computational stochastic PDEs
- An Optimal Order Process for Solving Finite Element Equations
- 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
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- 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 integration with product weights for elliptic PDEs with lognormal coefficients
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
- 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 multigrid methods
- The Analysis of Smoothers for Multigrid Algorithms
Cited in
(8)- Bi-additive \(\sigma \)-random operator inequalities and random quasi-\(*\)-multipliers on MB-algebras
- On the convergence of iterations disturbed by strong gaussian random operators
- Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
- scientific article; zbMATH DE number 7295859 (Why is no real title available?)
- scientific article; zbMATH DE number 7416599 (Why is no real title available?)
- Near-optimal approximation methods for elliptic PDEs with lognormal coefficients
- Fourier mode analysis of multigrid methods for partial differential equations with random coefficients
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