QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights (Q1713395)

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QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights

scientific article; zbMATH DE number 7006664

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English	QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights	scientific article; zbMATH DE number 7006664

Statements

instance of

scholarly article

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title

QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights (English)

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Numerische Mathematik

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publication date

25 January 2019

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s00211-018-0991-1

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cites work

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

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Numerical analysis of lognormal diffusions on the sphere

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Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights

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Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces

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Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points

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Identifiers

Mathematics Subject Classification ID

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10.1007/S00211-018-0991-1

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Sitelinks

Mathematics(1 entry)

mardi QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights