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Multilevel Monte Carlo for Polytopic DG Discretisations with Spatially Represented Random Coefficients

Chronholm, Veronika et al.
arXiv (All) · Papers
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numerical-analysis
We develop a multilevel Monte Carlo framework for coercive elliptic problems with random diffusion and reaction coefficients on polytopic meshes, with particular emphasis on the approximation and inter-level coupling of random coefficients generated from spatially represented latent fields. The main
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