Harbrecht, Helmut and Peters, Michael and Siebenmorgen, Markus. (2013) Tractability of the Quasi-Monte Carlo quadrature with Halton points for elliptic PDEs with random diffusion. Preprints Fachbereich Mathematik, 2013 (28).
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Abstract
This article is dedicated to the computation of the moments of the solution to stochastic partial differential equations with log-normal distributed diffusion coefficient by the Quasi-Monte Carlo method. Our main result is the polynomial tractability for the Quasi-Monte Carlo method based on the Halton sequence. As a by-product, we obtain also the strong tractability of stochastic partial differential equations with uniformly elliptic diffusion coefficient by the Quasi-Monte Carlo method. Numerical experiments are given to validate the theoretical findings.
Faculties and Departments: | 05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Computational Mathematics (Harbrecht) 12 Special Collections > Preprints Fachbereich Mathematik |
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UniBasel Contributors: | Harbrecht, Helmut and Peters, Michael and Siebenmorgen, Markus |
Item Type: | Preprint |
Publisher: | Universität Basel |
Language: | English |
edoc DOI: | |
Last Modified: | 13 May 2019 05:40 |
Deposited On: | 28 Mar 2019 09:52 |
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