QMC algorithms with product weights for lognormal-parametric, elliptic PDEs (Q1722527)
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scientific article; zbMATH DE number 7024270
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| English | QMC algorithms with product weights for lognormal-parametric, elliptic PDEs |
scientific article; zbMATH DE number 7024270 |
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QMC algorithms with product weights for lognormal-parametric, elliptic PDEs (English)
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18 February 2019
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The paper present a survey of single level and multi-level quasi-Monte Carlo methods for solving elliptic PDE with random coefficients. In addition, the convergence of the methods are summarised, and numerical examples are presented. The paper also includes some discussions about how the PDE is discretized. For the entire collection see [Zbl 1400.65006].
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quasi-Monte Carlo methods
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multilevel quasi-Monte Carlo
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uncertainty quantification
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error estimates
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high-dimensional quadrature
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elliptic partial differential equations with lognormal input
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0.8487310409545898
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0.841256856918335
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0.8284655809402466
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0.8261737823486328
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0.8239890336990356
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