Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
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Gaussian random fieldconvergenceuncertainty quantificationfinite element methodelliptic PDEsrandom coefficientsdiffusion problemquasi-Monte Carlo method
Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Boundary value problems for second-order elliptic equations (35J25) 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) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cites work
- scientific article; zbMATH DE number 5797591 (Why is no real title available?)
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
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- scientific article; zbMATH DE number 1223843 (Why is no real title available?)
- scientific article; zbMATH DE number 2051208 (Why is no real title available?)
- scientific article; zbMATH DE number 1790456 (Why is no real title available?)
- scientific article; zbMATH DE number 1446717 (Why is no real title available?)
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- Consistent inference for diffusions from low frequency measurements
- On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion
- A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems
- Multilevel QMC with product weights for affine-parametric, elliptic PDEs
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