A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients-Reference-Cited by-同舟云学术

A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients

Published:2020 Issue: Volume: Page:445-466
ISSN:2194-1009
Container-title:Springer Proceedings in Mathematics & Statistics
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Author:

Stein Andreas,Barth Andrea

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-030-43465-6_22

Reference24 articles.

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2. Adams, R., Fournier, J.: Sobolev Spaces, 2nd edn. Elsevier, Amsterdam (2003)

3. Barth, A., Schwab, C., Zollinger, N.: Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients. Numer. Math. 119(1), 123–161 (2011). Springer

4. Barth, A., Stein, A.: Approximation and simulation of infinite-dimensional Lévy processes. Stoch. Partial Differ. Equ. 6(2), 286–334 (2018). Springer

5. Barth, A., Stein, A.: A study of elliptic partial differential equations with jump-diffusion coefficients. SIAM/ASA J. Uncertain. Quantif. 6(4), 1707-1743 (2018). SIAM

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