Monte Carlo methods for stochastic PDEs

It is well known that boundary value problems with random parameters are very interesting models which become more and more popular in many fields of science and technology, especially in problems where the data are highly irregular, for instance, like in the case of turbulent transport in atmosphere and ocean [8], [11], [15], flows in porous medium [2], [7], or evaluation of elastic properties of polymers and composites containing fibers which are randomly oriented in a plane [6], [12], in elastography imaging [13], and in elastic amorphous media where the so-called Boson peak has been found [3]. We mention also a stochastic model for the wind loads that are generated by thunderstorm downbursts [10], a random field approach to the term structure of interest rates with applications to credit risk [5], and an interesting stochastic model for polyphonic music modelling with random fields [9].