Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods

@article{Graham2013MixedFE,
  title={Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods},
  author={Ivan G. Graham and Robert Scheichl and Elisabeth Ullmann},
  journal={Stochastics and Partial Differential Equations Analysis and Computations},
  year={2013},
  volume={4},
  pages={41-75}
}
This work is motivated by the need to develop efficient tools for uncertainty quantification in subsurface flows associated with radioactive waste disposal studies. We consider single phase flow problems in random porous media described by correlated lognormal distributions. We are interested in the error introduced by a finite element discretisation of these problems. In contrast to several recent works on the analysis of standard nodal finite element discretisations, we consider here mass… 

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