Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients - researchr publication related

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K. A. Cliffe, M. B. Giles, Robert Scheichl, Aretha L. Teckentrup. Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients. Computat. and Visualiz. in Science, 14(1):3-15, 2011. [doi]

The following publications are possibly variants of this publication:

Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficientsAretha L. Teckentrup, Robert Scheichl, Michael B. Giles, Elisabeth Ullmann. nm, 125(3):569-600, 2013. [doi]

Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo MethodsJulia Charrier, Robert Scheichl, Aretha L. Teckentrup. siamnum, 51(1):322-352, 2013. [doi]

Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applicationsI. G. Graham, Frances Y. Kuo, Dirk Nuyens, Robert Scheichl, Ian H. Sloan. jcphy, 230(10):3668-3694, 2011. [doi]

Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise SamplingMatteo Croci, Michael B. Giles, Patrick E. Farrell. siamsc, 43(4), 2021. [doi]

Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficientsIvan G. Graham, Frances Y. Kuo, James A. Nichols, Robert Scheichl, Christoph Schwab, Ian H. Sloan. nm, 131(2):329-368, 2015. [doi]

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