2 citations · 4 across the 4 of their papers we have counts for
4 papers
On properties and applications of Gaussian subordinated Lévy fields
Robin Merkle, Andrea Barth
We consider Gaussian subordinated Lévy fields (GSLFs) that arise by subordinating Lévy processes with positive transformations of Gaussian random fields on some spatial domain $\ma…
Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient
Andrea Barth, Robin Merkle
General elliptic equations with spatially discontinuous diffusion coefficients may be used as a simplified model for subsurface flow in heterogeneous or fractured porous media. In…
Subordinated Gaussian Random Fields
Andrea Barth, Robin Merkle
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian…
Subordinated Gaussian Random Fields in Elliptic Partial Differential Equations
Andrea Barth, Robin Merkle
To model subsurface flow in uncertain heterogeneous\ fractured media an elliptic equation with a discontinuous stochastic diffusion coefficient - also called random field - may be…