The Multilevel Monte Carlo Method is a recently established approach for uncertainty propagation for problems with random parameters. We present some new convergence estimates for MLMC and apply it to a class of random obstacle problems, prototypes of contact problems between deformable bodies. Numerical examples for the case of rough random obstacles complete the theoretical analysis.
Hausdorff Center for Mathematics and Institute for Numerical Simulation, Bonn
Fri, 22/03/2013 - 12:05pm to 12:30pm