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Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients

In a previous paper (Graham et al. in J Comput Phys 230:3668–3694, 2011), the authors proposed a new practical method for computing expected values of functionals of solutions for certain classes of elliptic partial differential equations with random coefficients. This method was based on combining...

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Detalles Bibliográficos
Autores principales: Graham, Ivan G., Kuo, Frances Y., Nuyens, Dirk, Scheichl, Rob, Sloan, Ian H.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6132744/
https://www.ncbi.nlm.nih.gov/pubmed/30220739
http://dx.doi.org/10.1007/s00211-018-0968-0