• No results found

18 results with keyword: 'adaptive multilevel monte carlo methods random elliptic problems'

Adaptive Multilevel Monte Carlo Methods for Random Elliptic Problems

In Chapter 5 we compare the performance of the classical uniform and the novel adaptive MLMC finite element methods by presenting results of numerical simu- lations for two

Protected

N/A

117
0
0
2021
Evolving surface finite element methods for random advection-diffusion equations

Teckentrup , Finite element error analysis of elliptic pdes with random coefficients and its application to multilevel Monte Carlo methods , SIAM J.. Teckentrup , Multilevel Monte

Protected

N/A

28
0
0
2019
A practical Multilevel quasi-Monte Carlo method for simulating elliptic PDEs with random coefficients

A practical Multilevel quasi-Monte Carlo method for simulating elliptic PDEs with

Protected

N/A

29
0
0
2021
Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient

Teckentrup, Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods, SIAM J.. Scheichl,

Protected

N/A

32
0
0
2021
Quadrature methods for elliptic PDEs with random diffusion

Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods?. Les Fontaines Publiques de la Ville

Protected

N/A

157
0
0
2021
Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems

For a model elliptic problem, we provide a full convergence and complexity analysis of the ratio estimator in the case where Monte Carlo, quasi-Monte Carlo, or multilevel Monte

Protected

N/A

26
0
0
2021
Quasi Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems

For a model elliptic problem, we provide a full convergence and complexity analysis of the ratio estimator in the case where Monte Carlo, quasi-Monte Carlo or multilevel Monte

Protected

N/A

27
0
0
2020
Multilevel and quasi Monte Carlo methods for uncertainty quantification in particle travel times through random heterogeneous porous media

In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem

Protected

N/A

19
0
0
2020
Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs

The multilevel Monte Carlo Finite Element Heterogeneous Multiscale method can generate, in stochastic elliptic PDE problems with two separated length scales, numerical approximations

Protected

N/A

38
0
0
2021
Sequential Monte Carlo methods for Bayesian elliptic inverse problems

These are particle methods which, in the context of Bayesian inverse problems, build an approximation to a sequence of measures which interpolate from the prior to the posterior;

Protected

N/A

21
0
0
2021
Adaptive Multilevel Monte Carlo Methods for Stochastic Variational Inequalities

While a posteriori error estimation and adaptive mesh refinement have quite a history in finite element approximation of deterministic partial differential equations (cf., e.g.,

Protected

N/A

21
0
0
2021
Multilevel Monte Carlo finite element methods for stochastic elliptic variational inequalities

Section 4 first addresses the convergence analysis of a stochastic finite element approximation of the pathwise variational formulation of 1.4 together with the analysis of

Protected

N/A

26
0
0
2021
International Journal of Dental Science and Innovative Research (IJDSIR) IJDSIR : Dental Publication Service Available Online at:

404 – 411 P age 404 Evaluation of the Size of Sella Tursica in Skeletal Class II Patients In South Indian Population- A Cephalometric Study.. 1 Joseph Abraham, Post Graduate

Protected

N/A

8
0
0
2022
Lebanon Industry Value Chain Development (LIVCD) Project

 Development of LIVCD Honey Training Program: to improve productivity and quality of honey to meet international standards..  Improvement of Breed of Local and Foreign Queen Bees:

Protected

N/A

19
0
0
2021
Adaptive independent sticky MCMC algorithms

Keywords: Bayesian inference, Monte Carlo methods, Adaptive Markov chain Monte Carlo (MCMC), Adaptive rejection Metropolis sampling (ARMS), Gibbs sampling, Metropolis-within-Gibbs,

Protected

N/A

29
0
0
2021
Adaptive Multilevel Splitting for Monte Carlo particle transport

In the Monte Carlo simulation of particle transport, and especially for shielding applications, vari- ance reduction techniques are widely used to help simulate realisations of

Protected

N/A

9
0
0
2020
Multilevel Monte-Carlo methods applied to the stochastic analysis of aerodynamic problems

Figure 4a shows how this convergence takes several hundreds of sampling points for any of the discretization levels, being this the major reason for the high computational cost of

Protected

N/A

18
0
0
2021
Structuring technology strategy and interfirm collaboration: Empirical study on Korean high tech small firms in telecommunications industry

Ceteris paribus, the greater the perceived level of technological capability gap with the partnering firm, the greater the likelihood th at the decision-makers of

Protected

N/A

424
0
0
2020

Upload more documents and download any material studies right away!