Multilevel QMC with product weights for affine-parametric, elliptic PDEs (Q4611809)

scientific article; zbMATH DE number 7004232

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English	Multilevel QMC with product weights for affine-parametric, elliptic PDEs	scientific article; zbMATH DE number 7004232

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instance of

scholarly article

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title

Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs (English)

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author

Robert Nicholas Gantner

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Lukas Herrmann

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Christoph Schwab

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published in

Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan

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publication date

22 January 2019

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/978-3-319-72456-0_18

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cites work

The deal.II library, version 8.5

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Direct and inverse error estimates for finite elements with mesh refinements

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Sparse polynomial approximation of parametric elliptic PDEs. Part I: affine coefficients

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High-dimensional integration: The quasi-Monte Carlo way

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Higher order QMC Petrov-Galerkin discretization for affine parametric operator equations with random field inputs

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Multilevel higher order QMC Petrov-Galerkin discretization for affine parametric operator equations

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Computational higher order quasi-Monte Carlo integration

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

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Convergence rates for adaptive finite elements

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Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients

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

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Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients

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QMC algorithms with product weights for lognormal-parametric, elliptic PDEs

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Computational methods for quantitative finance. Finite element methods for derivative pricing

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Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation

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Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients

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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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Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems

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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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Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs

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Q4889887

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When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

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Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces

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On the step-by-step construction of quasi--Monte Carlo integration rules that achieve strong tractability error bounds in weighted Sobolev spaces

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Q4836063

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Identifiers

zbMATH Open document ID

1405.65008

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DOI

10.1007/978-3-319-72456-0_18

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4611809