References
- 1. Giles, M. B. Multilevel Monte Carlo Methods. – Acta Numerica, Vol. 24, 2015, pp. 259-328. DOI: 10.1017/S096249291500001X.10.1017/S096249291500001X
- 2. Graham, G., F. Y. Kuo, D. Nuyens, R. Scheichl, I. H. Sloan. Quasi-Monte Carlo Methods for Elliptic PDEs with Random Coefficients and Applications. – Journal of Computational Physics, Vol. 230, 2011, No 10, pp. 3668-3694.10.1016/j.jcp.2011.01.023
- 3. Cliffe, K. A., M. B. Giles, R. Scheichl, A. L. Teckentrup. Multilevel Monte Carlo Methods and Applications to Elliptic PDEs with Random Coefficients. – Computing and Visualization in Science, Vol. 14, 2011, No 1. DOI: 10.1007/S00791-011-0160-X.10.1007/s00791-011-0160-x
- 4. Blaheta, R., M. Béreš, S. Domesová. A Study of Stochastic FEM Method for Porous Media Flow Problem. – In: R. Bris, P. Dao, Eds. Proc. of International Conference Applied Mathematics in Engineering and Reliability. CRC Press, 2016, pp. 281-289.10.1201/b21348-47
- 5. Mohring, J., R. Milk, A. Ngo, O. Klein, O. Iliev, M. Ohlberger, P. Bastian. Uncertainty Quantification for Porous Media Flow Using Multilevel Monte Carlo. – In: Proc. of Int. Conf. Large-Scale Scientific Computing, Springer International Publishing, 2015, pp. 145-152.10.1007/978-3-319-26520-9_15
- 6. Drzisga, D., B. Gmeiner, U. Rude, R. Scheichl. Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods. – SISC, Vol. 39, 2017, No 5, S873-97.10.1137/16M1083591
- 7. Iliev, O., J. Mohring, N. Shegunov. Renormalization Based MLMC Method for Scalar Elliptic SPDE. – In: Proc. of International Conference on Large-Scale Scientific Computing, Springer, 2017, pp. 145-152.10.1007/978-3-319-73441-5_31
- 8. Zakharov, P., O. Iliev, J. Mohring, N. Shegunov. Parallel Multilevel Monte Carlo Algorithms for Elliptic PDEs with Random Coefficients. – In: Lecture Notes in Computer Science. Vol. 11958. 2020, p. 463.
- 9. Bastian, P., M. Blatt, A. Dedner, C. Engwer, R. Klofkorn, M. Ohlberger, O. Sander. A Generic Grid Interface for Parallel and Adaptive Scientific Computing. Part I: Abstract Framework. – Computing, Vol. 82, 2008, No 2-3, pp. 103-119.10.1007/s00607-008-0003-x
- 10. Wen, X. H., J. J. Gomez-Hernández. Upscaling Hydraulic Conductivities in Heterogeneous Media: An Overview. – J. Hydrol., Vol. 183, 1996, No 1-2, pp. ix-xxxii.10.1016/S0022-1694(96)80030-8