QMC Algorithms with Product Weights for Lognormal-Parametric, Elliptic PDEs

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Author
Herrmann, Lukas
Schwab, Christoph
Date
2018-08
Type
    Conference Paper
Publication status
published
External links
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Editor
Art, Owen
Glynn, Peter W.
Book title
Proceedings of the 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2016
Journal / series
Springer Proceedings in Mathematics
Volume
241
Pages / Article No.
313 - 330
Publisher
Springer
Event
12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2016, Stanford, CA, USA, August 14-19, 2016
Subject
Quasi-Monte Carlo methods; Multilevel quasi-Monte Carlo; Uncertainty quantification; Error estimates; High-dimensional quadrature
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph  
Funding
159940 - Numerical Analysis of PDEs with High-Dimensional Input Data (SNF)
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