Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
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Publication:4907163
DOI10.1137/110845537zbMath1271.65017OpenAlexW2685500084MaRDI QIDQ4907163
Frances Y. Kuo, Christoph Schwab, Ian H. Sloan
Publication date: 4 March 2013
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/154997
error boundsfinite element methodselliptic partial differential equations with random coefficientsinfinite dimensional integrationKarhunen-Loeve expantionquasi-Monte Carlo finite element methods
Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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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