Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
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Publication:506617
DOI10.1007/s10208-016-9329-5zbMath1362.65015arXiv1606.06613OpenAlexW2963592159MaRDI QIDQ506617
Publication date: 1 February 2017
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.06613
deterministicquasi-Monte Carlo methodsuniformhigher ordermulti-levelpartial differential equations with random coefficientsrandomizedlognormalfirst orderinfinite-dimensional integrationsingle-level
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) 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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