Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification

Metadata only

Author

Date

2019

Type

Journal Article

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

SIAM Journal on Numerical Analysis

Volume

57(4)

Pages / Article No.

1744 - 1769

Publisher

SIAM

Subject

multi-index; Monte Carlo; finite element method; uncertainty quantification

Organisational unit

03435 - Schwab, Christoph / Schwab, Christoph

Funding

159940 - Numerical Analysis of PDEs with High-Dimensional Input Data (SNF)

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ETH Bibliography

yes

Altmetrics

Research Collection