A Multi Level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s40072-015-0055-9.pdf
Reference29 articles.
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3. Babuška, I., Tempone, R., Zouraris, G.E.: Galerkin finite element approximations of stochastic elliptic partial differential equations. SIAM J. Numer. Anal. 42(2), 800–825 (2004)
4. Beck, J., Nobile, F., Tamellini, L., Tempone, R.: Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison. In: Spectral and High Order Methods for Partial Differential Equations, Lecture Notes in Computational Science and Engineering, vol. 76, pp. 43–62 (2011)
5. Le Maitre, O.P., Knio, O.M.: Spectral Methods for Uncertainty Quantification. Springer, Berlin (2010)
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