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A multilevel Monte Carlo finite element method for the stochastic Cahn-Hilliard-Cook equation

Amirreza Khodadadian1,2, Maryam Parvizi2, Mostafa Abbaszadeh3

  • 11Institute of Applied Mathematics, Leibniz University of Hannover, Welfengarten 1, 30167 Hanover, Germany.

Computational Mechanics
|January 14, 2020
PubMed
Abstract

Keywords:
Cahn–Hilliard–Cook equationEuler–Maruyama methodFinite elementMultilevel Monte CarloTime discretization

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