Multilevel Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations
From MaRDI portal
Publication:2817781
DOI10.1137/16M1078690zbMath1347.65012arXiv1406.4432OpenAlexW1689157804MaRDI QIDQ2817781
Josef Dick, Christoph Schwab, Frances Y. Kuo, Quoc Thong Le Gia
Publication date: 2 September 2016
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.4432
algorithmconvergenceerror boundnumerical experimentmultilevel methodsquasi-Monte Carlo methodsPetrov-Galerkin discretizationKarhunen-Loève eigenfunctionsinterlaced polynomial lattice ruleshigher-order digital netsaffine parametric operator equations
Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Second-order elliptic systems (35J47)
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