Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617)

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.