Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients
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Publication:4972102
DOI10.1051/m2an/2019016OpenAlexW2943717311WikidataQ114105463 ScholiaQ114105463MaRDI QIDQ4972102
Lukas Herrmann, Christoph Schwab
Publication date: 22 November 2019
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/6223e50bb21954f39a0a79582f2351b805380c6e
error estimatesquasi-Monte Carlo methodsuncertainty quantificationhigh-dimensional quadratureelliptic partial differential equations with lognormal inputmultilevel quasi-Monte Carlo
Random fields (60G60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical integration (65D30)
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