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Title:

Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients

Document type:
Zeitschriftenaufsatz
Author(s):
Ahmad Ali, Ahmad; Ullmann, Elisabeth; Hinze, Michael
Journal title:
SIAM/ASA Journal on Uncertainty Quantification
Year:
2017
Journal volume:
5
Month:
jan
Journal issue:
1
Pages contribution:
466--492
Fulltext / DOI:
doi:10.1137/16m109870x
WWW:
https://doi.org/10.1137/16m109870x
Publisher:
Society for Industrial & Applied Mathematics (SIAM)
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