Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients.
Andrea BarthChristoph SchwabNathaniel ZollingerPublished in: Numerische Mathematik (2011)
Keyphrases
- monte carlo
- finite element method
- numerical solution
- partial differential equations
- numerical methods
- boundary value problem
- finite element
- level set
- monte carlo simulation
- monte carlo methods
- numerical simulations
- image denoising
- point processes
- stochastic approximation
- importance sampling
- differential equations
- diffuse optical tomography
- markov chain
- monte carlo tree search
- boundary element method
- markovian decision
- boundary conditions
- adaptive sampling
- particle filter
- multiscale
- image processing
- game tree
- curve evolution
- matrix inversion
- exact solution
- high order
- finite element model
- wavelet coefficients
- genetic algorithm