Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation |
scientific article |
Statements
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (English)
0 references
1 February 2017
0 references
This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) method to elliptic partial differential equations (PDE). In Section 1, an overview of this article is given. In Section 2, elliptic partial differential equations with uniform versus elliptic partial differential equations with lognormal coefficients are considered. In Section 3, a quadrature rule, spatial discretization and dimension truncation for numerical approximations are shown. In Section 4, single-level versus multi-level algorithms are considered. In Section 5, first-order versus higher-order methods are carried out. The error analysis is given in Section 6 for all methods and algorithms. In Section 7, a practical guide to the software for constructing quasi-Monte Carlo points is described. A quite long and detailed list of references is given.
0 references
quasi-Monte Carlo methods
0 references
infinite-dimensional integration
0 references
partial differential equations with random coefficients
0 references
uniform
0 references
lognormal
0 references
single-level
0 references
multi-level
0 references
first order
0 references
higher order
0 references
deterministic
0 references
randomized
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references