Multilevel Monte Carlo Finite Element Methods for Stochastic Elliptic Variational Inequalities.
Ralf KornhuberChristoph SchwabMaren-Wanda WolfPublished in: SIAM J. Numer. Anal. (2014)
Keyphrases
- monte carlo
- variational inequalities
- finite element methods
- boundary value problem
- numerical solution
- sensitivity analysis
- finite element model
- boundary conditions
- convex sets
- nash equilibrium
- finite difference
- partial differential equations
- point processes
- fixed point
- primal dual
- markov chain
- game theory
- differential equations
- monte carlo tree search
- finite number
- evolutionary algorithm
- feature space
- pairwise
- state space
- particle filter
- sufficient conditions
- single image
- numerical methods
- image restoration
- dynamical systems
- learning algorithm