Multi-level Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic PDEs with Random Coefficients - Kuo, Frances Y.; Schwab, Christoph; Sloan, Ian H. (Foundations of computational mathematics, 2015)
Keywords: Algorithms; Analysis; Applications of Mathematics; Computational mathematics; Computer Science; Discretization; Economics; Errors; Estimates; Finite element analysis; Finite element method; Linear and Multilinear Algebras; Math Applications in Computer Science; Mathematical analysis; Mathematical models; Mathematics; Mathematics and Statistics; Matrix Theory; Monte Carlo methods; Monte Carlo simulation; Multilevel analysis; Numerical Analysis; Partial differential equations; Sampling; United States; 65D30; Infinite-dimensional integration; Elliptic partial differential equations with random coefficients; 65D32; Multi-level; Quasi-Monte Carlo methods; Finite element methods; 65N30