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

DOI10.1007/s00211-018-0991-1OpenAlexW2885538759WikidataQ114231038 ScholiaQ114231038MaRDI QIDQ1713395

Christoph Schwab, Lukas Herrmann

Publication date: 25 January 2019

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-018-0991-1

Mathematics Subject Classification ID

Random fields (60G60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical integration (65D30)

Related Items (12)

MDFEM: Multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM ⋮ Extrapolated Polynomial Lattice Rule Integration in Computational Uncertainty Quantification ⋮ Multilevel approximation of Gaussian random fields: Fast simulation ⋮ Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods ⋮ Analysis of RHC for Stabilization of Nonautonomous Parabolic Equations Under Uncertainty ⋮ Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction ⋮ Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs ⋮ Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs ⋮ MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM ⋮ Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients ⋮ Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification ⋮ Quasi-Monte Carlo Bayesian estimation under Besov priors in elliptic inverse problems

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