Concepedia

Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

K. A. Cliffe, Michael B. Giles, Robert Scheichl, Aretha L. Teckentrup

Computing and Visualization in Science · 2011 · 516 citations · 18 references

DOI

Concepts

References

18

Multilevel Monte Carlo Path Simulation

Michael B. Giles · Operations Research · 2008 · 1.5K citations

, , +16

Spatial variability and uncertainty in groundwater flow parameters: A geostatistical approach

J. P. Delhomme · Water Resources Research · 1979 · 517 citations

, , +17

Dealing with spatial heterogeneity

G. de Marsily, F. Delay, Julio Gonçalvès et al. · Hydrogeology Journal · 2005 · 449 citations

, , +11

Analysis of the Spatial Structure of Properties of Selected Aquifers

Robert J. Hoeksema, Peter K. Kitanidis · Water Resources Research · 1985 · 433 citations

, , +17

Karhunen–Loève approximation of random fields by generalized fast multipole methods

Christoph Schwab, Radu Alexandru Todor · Journal of Computational Physics · 2006 · 353 citations

, , +11