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math.NA2025
A filtered multilevel Monte Carlo method for estimating the expectation of cell-centered discretized random fields
Jérémy Briant, Paul Mycek, Mayeul Destouches +5
In this paper, we investigate the use of multilevel Monte Carlo (MLMC) methods for estimating the expectation of discretized random fields. Specifically, we consider a setting in w…
math.NA2025
Preconditioners based on Voronoi quantizers of random variable coefficients for stochastic elliptic partial differential equations
Nicolas Venkovic, Paul Mycek, Olivier Le Maître
A preconditioning strategy is proposed for the iterative solve of large numbers of linear systems with parameter-dependent matrix and right-hand side which arise during the computa…