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

• Published in: Journal of computational and applied mathematics Vol. 323; pp. 16 - 35
• Main Authors: Brown, Donald L., Hoang, Viet Ha
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 15.10.2017
• Subjects: Hierarchical finite elements; Multiscale; Porous media; Stochastic elliptic equations; Stochastic elliptic equations; Porous media; Hierarchical finite elements; Multiscale

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...