Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification

DOI10.1007/978-3-319-19800-2_41zbMath1352.65017arXiv1409.7970OpenAlexW2232702710MaRDI QIDQ2831233

Josef Dick, Christoph Schwab, Quoc Thong Le Gia

Publication date: 2 November 2016

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.7970

zbMATH Keywords

convergenceuncertainty quantificationoperator equations with random coefficientsquasi Monte-Carlo Potapov-Galerkin approximations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random operators and equations (aspects of stochastic analysis) (60H25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Random nonlinear operators (47H40)

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