Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients

ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S

(2011) ALBERT COHEN et al.   Analysis and Applications

Convergence Rates of Best N-term Galerkin Approximations for a Class of Elliptic sPDEs

(2010) Albert Cohen et al.   FOUNDATIONS OF COMPUTATIONAL MATHEMATICS

Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise

(2010) Mihály Kovács et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise

(2009) Matthias Geissert et al.   BIT NUMERICAL MATHEMATICS

Sparse high order FEM for elliptic sPDEs

(2008) Marcel Bieri et al.   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

Multilevel Monte Carlo Path Simulation

(2008) Michael B. Giles   OPERATIONS RESEARCH

An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

(2008) F. Nobile et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

(2008) F. Nobile et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS