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Many real life problems have multiple spatial scales. In addition to the multiscale nature one has to take uncertainty into account. In this work we consider multiscale problems with stochastic coefficients.
We combine multiscale methods, e.g., mixed multiscale finite elements or homogenization, which are used for deterministic problems with stochastic methods, such as multi-level Monte Carlo or polynomial chaos methods.
The work is divided into three parts.
In the first two parts we study homogenization with different stochastic methods. Therefore we consider elliptic stationary diffusion equations with stochastic coefficients.
The last part is devoted to the study of mixed multiscale finite elements in combination with multi-level Monte Carlo methods. In the third part we consider multi-phase flow and transport equations.