Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients

DOI10.1007/S00211-018-0968-0zbMath1417.65203DBLPjournals/nm/GrahamKNSS18arXiv1710.09254OpenAlexW2766099653WikidataQ91472396 ScholiaQ91472396MaRDI QIDQ1616013

Ivan G. Graham, Frances Y. Kuo, Ian H. Sloan, Dirk Nuyens, Robert Scheichl

Publication date: 31 October 2018

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.09254

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) PDEs with randomness, stochastic partial differential equations (35R60) Numerical quadrature and cubature formulas (65D32) PDEs in connection with geophysics (35Q86)

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Uses Software

• AS 312

Cites Work

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