Extrapolated Polynomial Lattice Rule Integration in Computational Uncertainty Quantification

DOI10.1137/20M1338137zbMath1494.65004MaRDI QIDQ5097840

Josef Dick, Christoph Schwab, Marcello Longo

Publication date: 1 September 2022

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

zbMATH Keywords

Richardson extrapolationa posteriori error estimationquasi-Monte Carlohigh-dimensional quadrature

Mathematics Subject Classification ID

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)

Related Items

Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs

Uses Software

• redbKIT

Cites Work

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