Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
From MaRDI portal
Publication:2203718
DOI10.1016/j.camwa.2018.09.019zbMath1442.62051arXiv1602.07363OpenAlexW2898444839MaRDI QIDQ2203718
Josef Dick, Christoph Schwab, Quoc Thong Le Gia, Robert Nicholas Gantner
Publication date: 2 October 2020
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.07363
lattice rulesdigital netsquasi-Monte Carlouncertainty quantificationBayesian inverse problemsinfinite-dimensional quadratureCBC constructionparametric operator equationsSPOD weights
Random fields (60G60) Bayesian inference (62F15) Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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