A multilevel Monte Carlo virtual element method is developed and analyzed for uncertainty quantification of stochastic elliptic PDEs, using mesh agglomeration to cut the number of fine-level samples needed for target accuracy.
Title resolution pending
2 Pith papers cite this work. Polarity classification is still indexing.
fields
math.NA 2representative citing papers
A deep BSDE neural network method approximates unnormalized filtering densities for nonlinear Bayesian filtering, trained offline and applied online, with a hybrid a priori-a posteriori error bound proved under the parabolic Hörmander condition.
citing papers explorer
-
A Multilevel Monte Carlo Virtual Element Method for Uncertainty Quantification of Elliptic Partial Differential Equations
A multilevel Monte Carlo virtual element method is developed and analyzed for uncertainty quantification of stochastic elliptic PDEs, using mesh agglomeration to cut the number of fine-level samples needed for target accuracy.
-
Nonlinear filtering based on density approximation and deep BSDE prediction
A deep BSDE neural network method approximates unnormalized filtering densities for nonlinear Bayesian filtering, trained offline and applied online, with a hybrid a priori-a posteriori error bound proved under the parabolic Hörmander condition.