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dc.contributor.authorHall, Eric
dc.contributor.authorHaakon, Hoel
dc.contributor.authorSandberg, Mattias
dc.contributor.authorSzepessy, Anders
dc.contributor.authorTempone, Raul
dc.date.accessioned2017-06-08T06:32:30Z
dc.date.available2017-06-08T06:32:30Z
dc.date.issued2016-01-09
dc.identifier.urihttp://hdl.handle.net/10754/624869
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 lognormal distributed diffusion coefficients, e.g. modeling ground water flow. Typical models use lognormal 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. We address how the total error can be estimated by the computable error.
dc.titleComputable error estimates for Monte Carlo finite element approximation of elliptic PDE with lognormal diffusion coefficients
dc.typePresentation
dc.contributor.departmentApplied Mathematics and Computational Science Program
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.conference.dateJanuary 5-10, 2016
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)
dc.conference.locationKAUST
dc.contributor.institutionUniversity of Oslo
dc.contributor.institutionKTH Royal Institute of Technology in Stockholm
dc.contributor.institutionUniversity of Massachusetts at Amherst
kaust.personTempone, Raul
refterms.dateFOA2018-06-13T14:44:32Z


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