Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
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Publication:544544
DOI10.1016/J.JCP.2011.01.023zbMATH Open1218.65009OpenAlexW2052271668MaRDI QIDQ544544FDOQ544544
Authors: Dirk Nuyens, I. G. Graham, F. Y. Kuo, Robert Scheichl, Ian H. Sloan 
Publication date: 15 June 2011
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: http://opus.bath.ac.uk/23657/1/Graham_JCP_2011_230_10_3668.pdf
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convergencequasi-Monte Carlo methodsnumerical experimentsfast Fourier transformfinite elementfluid flowrandom porous mediacirculant embeddinghigh-dimensional quadraturenonlinear functionals
Monte Carlo methods (65C05) 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) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic analysis applied to problems in fluid mechanics (76M35) Flows in porous media; filtration; seepage (76S05)
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