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math.NA2012★ 5 cited
Multilevel Monte Carlo methods for highly heterogeneous media
A. L. Teckentrup
We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty q…
math.NA2012
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
A. L. Teckentrup, R. Scheichl, M. B. Giles +1
We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity…