2021
DOI: 10.3390/math9091072
|View full text |Cite
|
Sign up to set email alerts
|

Convergence Analysis and Cost Estimate of an MLMC-HDG Method for Elliptic PDEs with Random Coefficients

Abstract: We considered an hybridizable discontinuous Galerkin (HDG) method for discrete elliptic PDEs with random coefficients. By an approach of projection, we obtained the error analysis under the assumption that a(ω,x) is uniformly bounded. Together with the HDG method, we applied a multilevel Monte Carlo (MLMC) method (MLMC-HDG method) to simulate the random elliptic PDEs. We derived the overall convergence rate and total computation cost estimate. Finally, some numerical experiments are presented to confirm the th… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Year Published

2022
2022
2023
2023

Publication Types

Select...
2

Relationship

0
2

Authors

Journals

citations
Cited by 2 publications
references
References 23 publications
0
0
0
Order By: Relevance