Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients

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Author
Herrmann, Lukas
Schwab, Christoph
Date
2019
Type
    Journal Article
Publication status
published
External links
Journal / series
ESAIM: Mathematical Modelling and Numerical Analysis
Volume
53(5)
Pages / Article No.
1507 - 1552
Publisher
EDP Sciences
Subject
Quasi-Monte Carlo methods; multilevel quasi-Monte Carlo; uncertainty quantification; error estimates; high-dimensional quadrature; elliptic partial differential equations with lognormal input
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph  
Funding
159940 - Numerical Analysis of PDEs with High-Dimensional Input Data (SNF)
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