Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients (Q2351805)

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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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    Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients (English)
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    26 June 2015
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    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''.
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    multi-level quasi-Monte Carlo methods
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    infinite-dimensional integration
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    elliptic partial differential equations with random coefficients
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    finite element methods
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    error analysis
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