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A multigrid multilevel Monte Carlo method for transport in the Darcy–Stokes system
13 references·2 citing·39 second hop
A multigrid multilevel Monte Carlo method for transport in the Darcy–Stokes system (2018)A multigrid multilevel Monte Carlo method…Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods (2017)Scheduling Massively Parallel…Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium (2016)Multi-level Monte Carlo finit…Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data (2012)Sparse tensor multi-level Mon…Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions (2012)Multi-level Monte Carlo finit…Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications (2011)Quasi-Monte Carlo methods for…Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (2011)Multilevel Monte Carlo method…Numerical Methods for Stochastic Computations: A Spectral Method Approach (2010)Numerical Methods for Stochas…Multilevel Monte Carlo Path Simulation (2008)Multilevel Monte Carlo Path S…A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (2007)A Stochastic Collocation Meth…Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations (2004)Galerkin Finite Element Appro…An Approach to Statistical Spatial-Temporal Modeling of Meteorological Fields: Comment (1994)An Approach to Statistical Sp…An Approach to Statistical Spatial-Temporal Modeling of Meteorological Fields (1994)An Approach to Statistical Sp…Stochastic Finite Elements: A Spectral Approach (1991)Stochastic Finite Elements: A…A Multigrid Multilevel Monte Carlo Method for Stokes–Darcy Model with Random Hydraulic Conductivity and Beavers–Joseph Condition (2022)A Multigrid Multilevel Monte …A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model (2021)A stochastic collocation meth…ON STATIONARY PROCESSES IN THE PLANE (1954)Spatial statistics (1981)STATISTICS FOR SPATIAL DATA (1992)The Kriged Kalman filter (1998)On the change of support problem for spatio-temporal data (2001)Why do we need and how should we implement Bayesian kriging methods (2007)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)High-Order Collocation Methods for Differential Equations with Random Inputs (2005)An adaptive algorithm to build up sparse polynomial chaos expansions for stochastic finite element analysis (2009)Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization (2018)A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2008)N-TERM WIENER CHAOS APPROXIMATION RATES FOR ELLIPTIC PDEs WITH LOGNORMAL GAUSSIAN RANDOM INPUTS (2013)Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs (2015)Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format (2015)Random vibration and statistical linearization (1990)Verification and Validation in Computational Science and Engineering (1998)Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations (2004)Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics (2008)An Introduction to Computational Stochastic PDEs (2014)Uncertainty quantification for systems of conservation laws (2008)Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients (2011)Multilevel Monte Carlo method for parabolic stochastic partial differential equations (2012)A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2015)Spectral Methods for Uncertainty Quantification (2010)Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (2013)Optimal Model Management for Multifidelity Monte Carlo Estimation (2016)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Monte Carlo Methods in Financial Engineering (2003)Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (2012)Numerical solution of stochastic differential equations (2016)Fractional Differencing (1981)Spatial Statistics (1981)Models for Continuous Stationary Space-Time Processes (1997)Spatial process modelling for univariate and multivariate dynamic spatial data (2005)Interpolation of spatial data – A stochastic or a deterministic problem? 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  • 2022A Multigrid Multilevel Monte Carlo Method for Stokes–Darcy Model with Random Hydraulic Conductivity and Beavers–Joseph Condition16 cited
  • 2021A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model13 cited