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

DOI10.1137/16M1082597zbMath1378.65072OpenAlexW2782466637MaRDI QIDQ4600832

Robert Nicholas Gantner, Lukas Herrmann, Christoph Schwab

Publication date: 17 January 2018

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1082597

zbMATH Keywords

error estimatesquasi-Monte Carlo methodsuncertainty quantificationhigh-dimensional quadratureelliptic partial differential equations with random input

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical integration (65D30)

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