Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients

DOI10.1007/s00211-014-0689-yzbMath1341.65003OpenAlexW2051344283MaRDI QIDQ495544

J. A. Nichols, Christoph Schwab, Robert Scheichl, Ian H. Sloan, Frances Y. Kuo, Ivan G. Graham

Publication date: 14 September 2015

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-014-0689-y

zbMATH Keywords

convergence finite element method random coefficients diffusion problem quasi-Monte Carlo method elliptic PDEs Gaussian random field uncertainty quantification

Mathematics Subject Classification ID

Random fields (60G60) Boundary value problems for second-order elliptic equations (35J25) 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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