Computational error estimates for Monte Carlo finite element approximation with log normal diffusion coefficients

Handle URI:
http://hdl.handle.net/10754/624118
Title:
Computational error estimates for Monte Carlo finite element approximation with log normal diffusion coefficients
Authors:
Sandberg, Mattias
Abstract:
The Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with log normal distributed diffusion coefficients, e.g. modelling ground water flow. Typical models use log normal diffusion coefficients with H¨older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. This talk will address how the total error can be estimated by the computable error.
Conference/Event name:
Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015)
Issue Date:
7-Jan-2015
Type:
Presentation
Additional Links:
http://mediasite.kaust.edu.sa/Mediasite/Play/26f872e9bdcd4f12b8675bde46c1f13c1d?catalog=ca65101c-a4eb-4057-9444-45f799bd9c52
Appears in Collections:
Conference on Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015)

Full metadata record

DC FieldValue Language
dc.contributor.authorSandberg, Mattiasen
dc.date.accessioned2017-06-05T08:35:49Z-
dc.date.available2017-06-05T08:35:49Z-
dc.date.issued2015-01-07-
dc.identifier.urihttp://hdl.handle.net/10754/624118-
dc.description.abstractThe Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with log normal distributed diffusion coefficients, e.g. modelling ground water flow. Typical models use log normal diffusion coefficients with H¨older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. This talk will address how the total error can be estimated by the computable error.en
dc.relation.urlhttp://mediasite.kaust.edu.sa/Mediasite/Play/26f872e9bdcd4f12b8675bde46c1f13c1d?catalog=ca65101c-a4eb-4057-9444-45f799bd9c52en
dc.titleComputational error estimates for Monte Carlo finite element approximation with log normal diffusion coefficientsen
dc.typePresentationen
dc.conference.dateJanuary 6-9, 2015en
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2015)en
dc.conference.locationKAUSTen
dc.contributor.institutionKTH Royal Institute of Technologyen
All Items in KAUST are protected by copyright, with all rights reserved, unless otherwise indicated.