Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights (Q4600832): Difference between revisions

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scientific article; zbMATH DE number 6826856

Language	Label	Description	Also known as
English	Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights	scientific article; zbMATH DE number 6826856

Statements

instance of

scholarly article

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title

Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights (English)

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author

Robert Nicholas Gantner

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Lukas Herrmann

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Christoph Schwab

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published in

SIAM Journal on Numerical Analysis

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publication date

17 January 2018

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zbMATH Keywords

quasi-Monte Carlo methods

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uncertainty quantification

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error estimates

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high-dimensional quadrature

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elliptic partial differential equations with random input

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MaRDI profile type

MaRDI publication profile

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cites work

Sparse polynomial approximation of parametric elliptic PDEs. Part I: affine coefficients

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Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs

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Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs

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ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S

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Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs

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Fast QMC Matrix-Vector Multiplication

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Multilevel Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations

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High-dimensional integration: The quasi-Monte Carlo way

0 references

Dimension truncation in QMC for affine-parametric operator equations

0 references

Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs

0 references

Computational Higher Order Quasi-Monte Carlo Integration

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QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND

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Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients

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Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients

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HIGH-ORDER GALERKIN APPROXIMATIONS FOR PARAMETRIC SECOND-ORDER ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS

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Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces

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Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points

0 references

QMC Galerkin Discretization of Parametric Operator Equations

0 references

When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

0 references

Function spaces and wavelets on domains

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Bounds on Walsh coefficients by dyadic difference and a new Koksma-Hlawka type inequality for quasi-Monte Carlo integration

0 references

Q3874718

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full work available at URL

https://doi.org/10.1137/16m1082597

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Identifiers

zbMATH Open document ID

1378.65072

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DOI

10.1137/16M1082597

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4600832

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Sparse polynomial approximation of parametric elliptic PDEs.           Part I: affine coefficients
+Normal rank
@@ Property / cites work @@
+Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
+Normal rank
@@ Property / cites work @@
+Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
+Normal rank
@@ Property / cites work @@
+ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S
+Normal rank
@@ Property / cites work @@
+Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs
+Normal rank
@@ Property / cites work @@
+Fast QMC Matrix-Vector Multiplication
@@ Property / cites work: Fast QMC Matrix-Vector Multiplication / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations
+Normal rank
@@ Property / cites work @@
+High-dimensional integration: The quasi-Monte Carlo way
+Normal rank
@@ Property / cites work @@
+Dimension truncation in QMC for affine-parametric operator equations
+Normal rank
@@ Property / cites work @@
+Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs
+Normal rank
@@ Property / cites work @@
+Computational Higher Order Quasi-Monte Carlo Integration
+Normal rank
@@ Property / cites work @@
+QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND
+Normal rank
@@ Property / cites work @@
+Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
+Normal rank
@@ Property / cites work @@
+Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
+Normal rank
@@ Property / cites work @@
+HIGH-ORDER GALERKIN APPROXIMATIONS FOR PARAMETRIC SECOND-ORDER ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
+Normal rank
@@ Property / cites work @@
+QMC Galerkin Discretization of Parametric Operator Equations
+Normal rank
@@ Property / cites work @@
+When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
+Normal rank
@@ Property / cites work @@
+Function spaces and wavelets on domains
@@ Property / cites work: Function spaces and wavelets on domains / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds on Walsh coefficients by dyadic difference and a new Koksma-Hlawka type inequality for quasi-Monte Carlo integration
+Normal rank
@@ Property / cites work @@
+Q3874718
@@ Property / cites work: Q3874718 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1137/16m1082597
+Normal rank
@@ Property / OpenAlex ID @@
+W2782466637
@@ Property / OpenAlex ID: W2782466637 / rank @@
+Normal rank