Abstract
AbstractA second‐order, multilevel Monte Carlo ensemble, and hybridizable discontinuous Galerkin (MLMCE‐HDG) method is proposed to solve the stochastic parabolic partial differential equations (SPDEs). By introducing an ensemble average of the diffusion coefficient, the MLMCE‐HDG method results in a single discrete system with multiple right‐hand‐vectors, which can be solved more efficiently than a group of linear systems. A rigorous error estimate is obtained with a second‐order accuracy in time and optimal convergence rate in physical space. Comparing with the multilevel Monte Carlo and hybridizable discontinuous Galerkin (MLMC‐HDG) method, the MLMCE‐HDG method can reduce the computational cost. Finally, we provide several numerical experiments to illustrate the theoretical results.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: Numerical Methods for Partial Differential Equations
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
