Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients

DOI10.1007/s10208-014-9237-5zbMath1318.65006arXiv1208.6349OpenAlexW2126980197MaRDI QIDQ2351805

Ian H. Sloan, Christoph Schwab, Frances Y. Kuo

Publication date: 26 June 2015

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.6349

zbMATH Keywords

error analysis finite element methods elliptic partial differential equations with random coefficients infinite-dimensional integration multi-level quasi-Monte Carlo methods

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) 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)

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