MDFEM: Multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM

DOI10.1051/m2an/2021029zbMath1492.65327arXiv1904.13327OpenAlexW3176515582WikidataQ114105431 ScholiaQ114105431MaRDI QIDQ5074378

Dong T. P. Nguyen, Dirk Nuyens

Publication date: 9 May 2022

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.13327

zbMATH Keywords

cubaturefinite element methodcomplexity boundselliptic PDEinfinite-dimensional integrationhigh-dimensional quadraturemultivariate decomposition methodstochastic diffusion coefficienthigher-order quasi-Monte Carlolognormal case

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)

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Uses Software

• QMC4PDE

Cites Work

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