Generalized dimension truncation error analysis for high-dimensional numerical integration: lognormal setting and beyond

DOI10.1137/23M1593188arXiv2209.06176OpenAlexW4393266249MaRDI QIDQ6410636

Philipp A. Guth, Vesa Kaarnioja

Publication date: 13 September 2022

Full work available at URL: https://doi.org/10.1137/23m1593188

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)

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