The multi-level Monte Carlo finite element method for a stochastic Brinkman problem
Download
Permanent link
https://doi.org/10.3929/ethz-a-010402591External links
Search via SFX
Publisher
ETH-ZürichSubject
STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); MARKOVFELDER UND ANDERE ZUFALLSFELDER (WAHRSCHEINLICHKEITSRECHNUNG); FINITE-ELEMENTE-METHODE (NUMERISCHE MATHEMATIK); STOCHASTISCHE APPROXIMATION + MONTE-CARLO-METHODEN (STOCHASTIK); STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); MARKOV FIELDS AND OTHER RANDOM FIELDS (PROBABILITY THEORY); FINITE ELEMENT METHOD (NUMERICAL MATHEMATICS); STOCHASTIC APPROXIMATION + MONTE CARLO METHODS (STOCHASTICS)Organisational unit
02501 - Seminar für Angewandte Mathematik (SAM) / Seminar for Applied Mathematics (SAM)
Funding
8495f1bc24033a5909c4da29e0f9986f
Notes
Research Report No. 2011-31. - Numerische Mathematik, 2011. Weiterer Autor: R. Stenberg.More
Show all metadata
ETH Bibliography
yes
Altmetrics