Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs
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Publication:5245383
DOI10.1137/130943984zbMath1326.65013arXiv1309.4624OpenAlexW3102723444MaRDI QIDQ5245383
Josef Dick, Christoph Schwab, Dirk Nuyens, Frances Y. Kuo, Quoc Thong Le Gia
Publication date: 8 April 2015
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.4624
Monte Carlo methodsuncertainty quantificationPetrov-Galerkin discretizationinfinite-dimensional quadratureinterlaced polynomial lattice rulesparametric operator equationshigher-order digital nets
Random fields (60G60) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical solutions to equations with linear operators (65J10) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30) Random integral equations (45R05)
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