Convergence Analysis and Cost Estimate of an MLMC-HDG Method for Elliptic PDEs with Random Coefficients
نویسندگان
چکیده
We considered an hybridizable discontinuous Galerkin (HDG) method for discrete elliptic PDEs with random coefficients. By approach of projection, we obtained the error analysis under assumption that a(ω,x) is uniformly bounded. Together HDG method, applied a multilevel Monte Carlo (MLMC) (MLMC-HDG method) to simulate PDEs. derived overall convergence rate and total computation cost estimate. Finally, some numerical experiments are presented confirm theoretical results.
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ژورنال
عنوان ژورنال: Mathematics
سال: 2021
ISSN: ['2227-7390']
DOI: https://doi.org/10.3390/math9091072