On the Selection of Random Field Evaluation Points in the p-MLQMC Method

DOI10.1007/978-3-030-98319-2_9arXiv2012.08189OpenAlexW3112660315MaRDI QIDQ6154292

Pieterjan Robbe, Unnamed Author, Stefan Vandewalle, Stijn François, Geert Lombaert

Publication date: 14 February 2024

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.08189

zbMATH Keywords

Karhunen-Loève expansion\(p\)-refinementmultilevel quasi-Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites Work

• Unnamed Item
• Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
• Symmetric quadrature rules on a triangle
• Multilevel Monte Carlo Methods
• Multilevel Monte Carlo Path Simulation
• Gmsh: A 3-D finite element mesh generator with built-in pre- and post-processing facilities
• High degree efficient symmetrical Gaussian quadrature rules for the triangle

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