The multi-level Monte Carlo finite element method for a stochastic Brinkman problem

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Author
Gittelson, Claude Jeffrey
Könnö, Juho
Schwab, Christoph
Stenberg, Rolf
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Date
2011
Type
    Report
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-a-010402591
Publication status
published
Publisher
ETH-Zürich
Subject
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 / Seminar for Applied Mathematics  
Funding
247277 - Automated Urban Parking and Driving (EC)
Notes
Research Report No. 2011-31. - Numerische Mathematik, 2011. Weiterer Autor: R. Stenberg.
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