QMC algorithms with product weights for lognormal-parametric, elliptic PDEs

DOI10.1007/978-3-319-91436-7_17zbMath1422.65017OpenAlexW2811029669MaRDI QIDQ1722527

Christoph Schwab, Lukas Herrmann

Publication date: 18 February 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-91436-7_17

zbMATH Keywords

error estimatesquasi-Monte Carlo methodsuncertainty quantificationhigh-dimensional quadratureelliptic partial differential equations with lognormal inputmultilevel quasi-Monte Carlo

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Second-order elliptic equations (35J15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical integration (65D30)

Related Items (7)

Multilevel quasi-Monte Carlo for optimization under uncertainty ⋮ Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods ⋮ Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs ⋮ QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights ⋮ Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients ⋮ Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems ⋮ Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations

This page was built for publication: QMC algorithms with product weights for lognormal-parametric, elliptic PDEs