2 papers
math.NA2026
Optimized multilevel Monte Carlo methods in Banach spaces
Kristin Kirchner, Fabio Nobile, Christoph Schwab +1
We present a theoretical and numerical analysis of Monte Carlo methods for the estimation of statistical moments of random variables taking values in a Banach s…
math.NA2026
Elliptic PDEs on log-Gaussian Shapes: Sparsity and Finite Element Discretization
Dinh DÅ©ng, Helmut Harbrecht, Van Kien Nguyen +1
In this article, we consider the solution to elliptic diffusion problems on a class of random domains obtained by log-Gaussian random homothety of the unit disk respectively an ann…