Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients
dc.contributor.author
Herrmann, Lukas
dc.contributor.author
Schwab, Christoph
dc.date.accessioned
2019-08-26T11:17:31Z
dc.date.available
2019-08-25T02:12:59Z
dc.date.available
2019-08-26T11:17:31Z
dc.date.issued
2019
dc.identifier.issn
2822-7840
dc.identifier.issn
2804-7214
dc.identifier.other
10.1051/m2an/2019016
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/360355
dc.language.iso
en
en_US
dc.publisher
EDP Sciences
en_US
dc.subject
Quasi-Monte Carlo methods
en_US
dc.subject
multilevel quasi-Monte Carlo
en_US
dc.subject
uncertainty quantification
en_US
dc.subject
error estimates
en_US
dc.subject
high-dimensional quadrature
en_US
dc.subject
elliptic partial differential equations with lognormal input
en_US
dc.title
Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients
en_US
dc.type
Journal Article
dc.date.published
2019-08-06
ethz.journal.title
ESAIM: Mathematical Modelling and Numerical Analysis
ethz.journal.volume
53
en_US
ethz.journal.issue
5
en_US
ethz.journal.abbreviated
ESAIM: M2AN
ethz.pages.start
1507
en_US
ethz.pages.end
1552
en_US
ethz.grant
Numerical Analysis of PDEs with High-Dimensional Input Data
en_US
ethz.identifier.wos
ethz.publication.place
Les Ulis
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics::03435 - Schwab, Christoph / Schwab, Christoph
ethz.grant.agreementno
159940
ethz.grant.fundername
SNF
ethz.grant.funderDoi
10.13039/501100001711
ethz.grant.program
Projekte MINT
ethz.date.deposited
2019-08-25T02:13:05Z
ethz.source
WOS
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2019-08-26T11:17:43Z
ethz.rosetta.lastUpdated
2023-02-06T17:33:11Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Multilevel%20quasi-Monte%20Carlo%20integration%20with%20product%20weights%20for%20elliptic%20PDEs%20with%20lognormal%20coefficients&rft.jtitle=ESAIM:%20Mathematical%20Modelling%20and%20Numerical%20Analysis&rft.date=2019&rft.volume=53&rft.issue=5&rft.spage=1507&rft.epage=1552&rft.issn=2822-7840&2804-7214&rft.au=Herrmann,%20Lukas&Schwab,%20Christoph&rft.genre=article&rft_id=info:doi/10.1051/m2an/2019016&
Files in this item
| Files | Size | Format | Open in viewer |
|---|---|---|---|
|
There are no files associated with this item. |
|||
Publication type
-
Journal Article [120852]