Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications

Journal of Computational Physics

Volumn 230, Issue 10, 2011, Pages 3668-3694

  Graham, I G ^a   Kuo, F Y ^b   Nuyens, D ^b,c   Scheichl, R ^a   Sloan, I H ^b  

^a University of Bath   (United Kingdom)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

^c Celestijnenlaan 200A   (Belgium)

Author keywords

Circulant embedding; Fast Fourier transform; Fluid flow; High dimensional quadrature; Quasi Monte Carlo; Random porous media

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; COVARIANCE MATRIX; FAST FOURIER TRANSFORMS; MONTE CARLO METHODS; NONLINEAR EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS; POROUS MATERIALS;

CIRCULANT EMBEDDING; CIRCULANTS; EMBEDDINGS; FLUID-FLOW; HIGH-DIMENSIONAL; HIGH-DIMENSIONAL QUADRATURE; HIGHER-DIMENSIONAL; QUASI MONTE CARLO METHODS; QUASI-MONTE CARLO; RANDOM POROUS MEDIA;

FLOW OF FLUIDS;

EID: 79952900017     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2011.01.023     Document Type: Article

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