MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM (Q2049916)

This paper proposes the multivariate decomposition finite element method (MDFEM) for solving elliptic PDEs with uniform random diffusion coefficients. The MDFEM combines the multivariate decomposition method (MDM) with the finite element method (FEM). It has been theoretically shown that the MDFEM is competitive with single-level quasi-Monte Carlo finite element method (SLQMCFEM) [\textit{R. N. Gantner} et al., SIAM J. Numer. Anal. 56, No. 1, 111--135 (2018; Zbl 1378.65072)] in terms of error versus computational cost. Once the active set of the MDFEM is selected, the different parts of the decomposed form can be computed in parallel. Due to the recursive structure of the decomposition the computational cost is saved by reducing the number of repeated function evaluations. The analysis for the MDFEM is restricted to uniform diffusion coefficients, i.e., to integrals with respect to uniform distributions, but it can be extended to to log-normal diffusion coefficients.