Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients

DOI10.1007/978-3-319-91436-7_14zbMath1412.65210arXiv1711.02437OpenAlexW2962788065MaRDI QIDQ1722523

Michael B. Giles, Ian H. Sloan, Frances Y. Kuo

Publication date: 18 February 2019

Full work available at URL: https://arxiv.org/abs/1711.02437

zbMATH Keywords

multilevelsparse gridselliptic PDEsquasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Second-order elliptic equations (35J15) PDEs with randomness, stochastic partial differential equations (35R60)

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