Multi-level Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic PDEs with Random Coefficients

This paper is a sequel to our previous work (Kuo et al. in SIAM J Numer Anal, 2012) where quasi-Monte Carlo (QMC) methods (specifically, randomly shifted lattice rules) are applied to finite element (FE) discretizations of elliptic partial differential equations (PDEs) with a random coefficient repr...

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Veröffentlicht in:	Foundations of computational mathematics Jg. 15; H. 2; S. 411 - 449
Hauptverfasser:	Kuo, Frances Y., Schwab, Christoph, Sloan, Ian H.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Boston Springer US 01.04.2015 Springer Nature B.V
Schlagworte:	Algorithms Applications of Mathematics Computational mathematics Computer Science Discretization Economics Errors Estimates Finite element analysis Finite element method Linear and Multilinear Algebras Math Applications in Computer Science Mathematical analysis Mathematical models Mathematics Mathematics and Statistics Matrix Theory Monte Carlo methods Monte Carlo simulation Numerical Analysis Partial differential equations Sampling 65D30 Infinite-dimensional integration Elliptic partial differential equations with random coefficients 65D32 Multi-level Quasi-Monte Carlo methods Finite element methods 65N30
ISSN:	1615-3375, 1615-3383
Online-Zugang:	Volltext
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