===firstname:
Prashant
===firstname3:
Richard
===affil6:

===lastname3:
Dwight
===email:
pkumar@cwi.nl
===keyword_other2:
high-order discretization
===lastname6:

===affil5:

===lastname4:
Oosterlee
===lastname7:

===affil7:

===postal:
L122, CWI-Centrum Wiskunde & Informatica,
Science Park 123,
1098 XG Amsterdam,
The Netherlands. 
===ABSTRACT:
We present an approach to improve the convergence of a multilevel Monte Carlo method using a high-order discretization scheme for elliptic partial differential equations with random coefficients. We describe in detail a multilevel estimator which utilizes a fourth-order accurate solution of the elliptic PDEs. The superiority of this fourth-order estimator is reflected in terms of fewer multilevel Monte Carlo levels and samples compared to the existing method. Numerical experiments with small correlation length and high variance are reported.
===affil3:
Faculty of Aerospace, Delft University of Technology, Delft, the Netherlands.
===title:
Multilevel Monte Carlo convergence using high-order finite volume methods for elliptic PDEs with random coefficients
===affil2:
CWI – Centrum Wiskunde & Informatica, Amsterdam, the Netherlands.
===lastname2:
Kumar
===firstname4:
Cornelis
===keyword1:
Uncertainty quantification/PDEs with random data
===workshop:
no
===lastname:
Kumar
===firstname5:

===keyword2:
APP_OTHER
===otherauths:

===affil4:
CWI – Centrum Wiskunde & Informatica, Amsterdam, the Netherlands and Delft Institute of Applied Mathematics, Delft University of Technology.
===competition:
yes
===firstname7:

===firstname6:

===keyword_other1:
multilevel Monte Carlo method
===lastname5:

===affilother:

===firstname2:
Prashant