Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction

DOI10.1007/978-3-030-43465-6_9MaRDI QIDQ5117928zbMATH OpenOpenAlexFDO

Authors Adrian Ebert, Peter Kritzer, Dirk Nuyens

Publication date 26 August 2020

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.11068

zbMATH Keywords

quasi-Monte Carlo methodselliptic partial differential equations with random coefficientsinfinite-dimensional integrationcomponent-by-component constructions

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites work

• A reduced fast component-by-component construction of lattice points for integration in weighted spaces with fast decreasing weights
• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
• Constructing Embedded Lattice Rules for Multivariate Integration
• Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
• Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
• High-dimensional integration: The quasi-Monte Carlo way
• Higher order QMC Petrov-Galerkin discretization for affine parametric operator equations with random field inputs
• QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights
• Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights
• Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
• Quasi-Monte Carlo integration with product weights for elliptic PDEs with log-normal coefficients
• Sparse polynomial approximation of parametric elliptic PDEs. Part I: affine coefficients
• Tractability of multivariate integration for weighted Korobov classes

Cited in

(4)

• A QMC-Spectral Method for Elliptic PDEs with Random Coefficients on the Unit Sphere
• A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions
• Constructing QMC finite element methods for elliptic PDEs with random coefficients by a reduced CBC construction
• Digit-by-digit and component-by-component constructions of lattice rules for periodic functions with unknown smoothness

Describes a project that uses

Uses Software

• QMC4PDE

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