A hierarchical finite element Monte Carlo method for stochastic two-scale elliptic equations

We consider two-scale elliptic equations whose coefficients are random. In particular, we study two cases: in the first case, the coefficients are obtained from an ergodic dynamical system acting on a probability space, and in the second the case, the coefficients are periodic in the microscale but...

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Bibliographic Details
Main Authors: Brown, Donald L., Hoang, Viet Ha
Format: Article
Published: Elsevier 2017
Subjects:
Online Access:https://eprints.nottingham.ac.uk/42389/