18 results with keyword: 'adaptive multilevel monte carlo methods 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
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Teckentrup , Finite element error analysis of elliptic pdes with random coefficients and its application to multilevel Monte Carlo methods , SIAM J.. Teckentrup , Multilevel Monte
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A practical Multilevel quasi-Monte Carlo method for simulating elliptic PDEs with
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Teckentrup, Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods, SIAM J.. Scheichl,
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Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods?. Les Fontaines Publiques de la Ville
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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
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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
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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
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The multilevel Monte Carlo Finite Element Heterogeneous Multiscale method can generate, in stochastic elliptic PDE problems with two separated length scales, numerical approximations
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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;
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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.,
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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
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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
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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:
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Keywords: Bayesian inference, Monte Carlo methods, Adaptive Markov chain Monte Carlo (MCMC), Adaptive rejection Metropolis sampling (ARMS), Gibbs sampling, Metropolis-within-Gibbs,
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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
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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
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