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Higher order Quasi Monte Carlo integration for holomorphic, parametric operator equations
(2014)Research ReportWe analyze the convergence of higher order Quasi-Monte Carlo (QMC) quadratures of solution-functionals to countably-parametric, nonlinear operator equations with distributed uncertain parameters taking values in a separable Banach space X. Such equations arise in numerical uncertainty quantification with random field inputs. Unconditional bases of X render the random inputs and the solutions of the forward problem countably parametric. ...Report