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


Sandberg, Mattias


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)

Additional Links

Permanent link to this record