Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
From MaRDI portal
stochastic partial differential equationserror estimatesfinite element methodMonte Carlo methodnumerical experimentmultilevel quadratureKarhunen-Loève expansionPDEs with stochastic datalog-normal diffusion
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
Recommendations
- On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- QMC algorithms with product weights for lognormal-parametric, elliptic PDEs
Cites work
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 66109 (Why is no real title available?)
- scientific article; zbMATH DE number 3491650 (Why is no real title available?)
- scientific article; zbMATH DE number 3560401 (Why is no real title available?)
- scientific article; zbMATH DE number 1215244 (Why is no real title available?)
- scientific article; zbMATH DE number 2000348 (Why is no real title available?)
- scientific article; zbMATH DE number 1532004 (Why is no real title available?)
- A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Convergence rates of multilevel and sparse tensor approximations for a random elliptic PDE
- Efficient approximation of random fields for numerical applications.
- Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
- Finite elements for elliptic problems with stochastic coefficients
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
- Halton Sequences Avoid the Origin
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Multilevel Monte Carlo Path Simulation
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Multilevel quasi-Monte Carlo path simulation
- On Dirichlet's boundary value problem. An \(L^p\)-theory based on a generalization of Garding's inequality
- On the construction of sparse tensor product spaces
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- On the low-rank approximation by the pivoted Cholesky decomposition
- On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
- On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion
- On tractability of weighted integration over bounded and unbounded regions in ℝ^{𝕤}
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Sparse grids
- Sparse tensor discretization of elliptic SPDEs
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Stochastic Galerkin discretization of the log-normal isotropic diffusion problem
- Strong and weak error estimates for elliptic partial differential equations with random coefficients
- The Mathematical Theory of Finite Element Methods
- Tractability of multivariate problems. Volume I: Linear information
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- N-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
Cited in
(20)- Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion
- Analysis and application of single level, multi-level Monte Carlo and quasi-Monte Carlo finite element methods for time-dependent Maxwell's equations with random inputs
- Multi-index Monte Carlo: when sparsity meets sampling
- Multilevel quasi-Monte Carlo for optimization under uncertainty
- On tensor product approximation of analytic functions
- Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
- A note on the domain mapping method with rough diffusion coefficients
- A multilevel stochastic collocation method for partial differential equations with random input data
- Convergence analysis of multifidelity Monte Carlo estimation
- Novel results for the anisotropic sparse grid quadrature
- Multilevel weighted least squares polynomial approximation
- Multilevel higher-order quasi-Monte Carlo Bayesian estimation
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Multilevel Markov Chain Monte Carlo
- Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
- GFN: a graph feedforward network for resolution-invariant reduced operator learning in multifidelity applications
- Multilevel tensor approximation of PDEs with random data
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
- Multilevel quadrature for elliptic parametric partial differential equations in case of polygonal approximations of curved domains
- On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
This page was built for publication: Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5741190)
