Higher Order Quasi--Monte Carlo Integration for Holomorphic, Parametric Operator Equations
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Publication:4636418
DOI10.1137/140985913zbMath1398.65031arXiv1409.2180OpenAlexW2266019243MaRDI QIDQ4636418
Josef Dick, Christoph Schwab, Quoc Thong Le Gia
Publication date: 19 April 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.2180
lattice rulesdigital netsquasi-Monte Carlouncertainty quantificationinfinite-dimensional quadratureCBC constructionparametric operator equationsSPOD weights
Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)
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