Multilevel Monte Carlo methods for computing failure probability of porous media flow systems
Journal article, 2016
Selective refinement
CDF estimation
Multilevel Monte Carlo
Porous media flow simulation
Failure probability
Author
F. Fagerlund
Uppsala University
F. Hellman
Uppsala University
Axel Målqvist
University of Gothenburg
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
A. Niemi
Uppsala University
Advances in Water Resources
0309-1708 (ISSN)
Vol. 94 498-509Subject Categories
Computational Mathematics
DOI
10.1016/j.advwatres.2016.06.007