Quasi–Monte Carlo integration with product weights for elliptic PDEs with log-normal coefficients
From MaRDI portal
Publication:5854365
DOI10.1093/imanum/dry028zbMath1462.65009arXiv1701.05974OpenAlexW2964164695WikidataQ129905483 ScholiaQ129905483MaRDI QIDQ5854365
Publication date: 16 March 2021
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.05974
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items (10)
A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions ⋮ MDFEM: Multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM ⋮ An efficient approximation to the stochastic Allen-Cahn equation with random diffusion coefficient field and multiplicative noise ⋮ Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise ⋮ Suboptimality of Gauss–Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness ⋮ Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods ⋮ Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction ⋮ MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM ⋮ Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients ⋮ Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
This page was built for publication: Quasi–Monte Carlo integration with product weights for elliptic PDEs with log-normal coefficients
