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

• Main Authors: Hoang, Viet Ha, Brown, Donald L.
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2017
• Subjects: Multiscale; Hierarchical Finite Elements
• Online Access: https://hdl.handle.net/10356/86289; http://hdl.handle.net/10220/44012
• Institution: Nanyang Technological University

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...