Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients (Q2351805): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 06:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients |
scientific article |
Statements
Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients (English)
0 references
26 June 2015
0 references
The paper ``is a sequel to the work by \textit{F. Y. Kuo} et al. [SIAM J. Numer. Anal. 50, No. 6, 3351--3374 (2012; Zbl 1271.65017)], where quasi-Monte Carlo (QMC) methods are applied to finite element discretizations of elliptic partial differential equations (PDEs) with random coefficient represented by a countably infinite number of terms''. In the present paper, the authors generalize the error analysis to a multi-level scheme, ``with the number of QMC points depending on the discretization level with a level-dependent dimension truncation strategy''.
0 references
multi-level quasi-Monte Carlo methods
0 references
infinite-dimensional integration
0 references
elliptic partial differential equations with random coefficients
0 references
finite element methods
0 references
error analysis
0 references
