Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients

Frances Y. Kuo; Christoph Schwab; Ian H. Sloan

doi:10.1137/110845537

Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients

SIAM Journal on Numerical Analysis ◽

10.1137/110845537 ◽

2012 ◽

Vol 50 (6) ◽

pp. 3351-3374 ◽

Cited By ~ 107

Author(s):

Frances Y. Kuo ◽

Christoph Schwab ◽

Ian H. Sloan

Keyword(s):

Finite Element ◽

Monte Carlo ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Elliptic Partial Differential Equations ◽

Random Coefficients ◽

Partial Differential ◽

Quasi Monte Carlo

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A MULTIMODES MONTE CARLO FINITE ELEMENT METHOD FOR ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS

International Journal for Uncertainty Quantification ◽

10.1615/int.j.uncertaintyquantification.2016016805 ◽

2016 ◽

Vol 6 (5) ◽

pp. 429-443 ◽

Cited By ~ 1

Author(s):

Xiaobing Feng ◽

Junshan Lin ◽

Cody Lorton

Keyword(s):

Finite Element Method ◽

Finite Element ◽

Monte Carlo ◽

Partial Differential Equations ◽

Differential Equations ◽

Elliptic Partial Differential Equations ◽

Random Coefficients ◽

Partial Differential ◽

Element Method

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A note on the design of hp-adaptive finite element methods for elliptic partial differential equations

Computer Methods in Applied Mechanics and Engineering ◽

10.1016/j.cma.2004.04.009 ◽

2005 ◽

Vol 194 (2-5) ◽

pp. 229-243 ◽

Cited By ~ 102

Author(s):

Paul Houston ◽

Endre Süli

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Elliptic Partial Differential Equations ◽

Adaptive Finite Element ◽

Adaptive Finite Element Methods ◽

Partial Differential

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Augmented immersed finite element methods for some elliptic partial differential equations

International Journal of Computer Mathematics ◽

10.1080/00207160.2015.1005010 ◽

2015 ◽

Vol 93 (3) ◽

pp. 540-558 ◽

Cited By ~ 2

Author(s):

Haifeng Ji ◽

Jinru Chen ◽

Zhilin Li

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Elliptic Partial Differential Equations ◽

Partial Differential ◽

Immersed Finite Element ◽

Immersed Finite Element Methods

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Finite element methods for second order linear elliptic partial differential equations in non-divergence form

Mathematics of Computation ◽

10.1090/mcom/3168 ◽

2017 ◽

Vol 86 (307) ◽

pp. 2025-2051 ◽

Cited By ~ 11

Author(s):

Xiaobing Feng ◽

Lauren Hennings ◽

Michael Neilan

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Elliptic Partial Differential Equations ◽

Divergence Form ◽

Second Order ◽

Partial Differential ◽

Order Linear

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Adaptive Finite Element Methods for Parabolic Partial Differential Equations.

10.21236/ada131824 ◽

1983 ◽

Cited By ~ 2

Author(s):

Joseph E. Flaherty ◽

J. Michael Coyle ◽

Raymond Ludwig ◽

Stephen F. Davis

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Parabolic Partial Differential Equations ◽

Adaptive Finite Element ◽

Adaptive Finite Element Methods ◽

Partial Differential

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Analysis of trace finite element methods for surface partial differential equations

IMA Journal of Numerical Analysis ◽

10.1093/imanum/dru047 ◽

2014 ◽

Vol 35 (4) ◽

pp. 1568-1590 ◽

Cited By ~ 38

Author(s):

Arnold Reusken

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Partial Differential ◽

Surface Partial Differential Equations

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A new parallel domain decomposition method for the adaptive finite element solution of elliptic partial differential equations

Concurrency and Computation Practice and Experience ◽

10.1002/cpe.569 ◽

2001 ◽

Vol 13 (5) ◽

pp. 327-350 ◽

Cited By ~ 25

Author(s):

Randolph E. Bank ◽

Peter K. Jimack

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Domain Decomposition ◽

Decomposition Method ◽

Domain Decomposition Method ◽

Elliptic Partial Differential Equations ◽

Adaptive Finite Element ◽

Element Solution ◽

Partial Differential

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A Kernel-Based Collocation Method for Elliptic Partial Differential Equations With Random Coefficients

Monte Carlo and Quasi-Monte Carlo Methods 2012 - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-642-41095-6_14 ◽

2013 ◽

pp. 331-347 ◽

Cited By ~ 1

Author(s):

Gregory E. Fasshauer ◽

Qi Ye

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Collocation Method ◽

Elliptic Partial Differential Equations ◽

Random Coefficients ◽

Partial Differential

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PROPERTIES OF SOLUTIONS OF NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS USING FINITE ELEMENT METHODS

Nonlinear Phenomena in Mathematical Sciences ◽

10.1016/b978-0-12-434170-8.50073-x ◽

1982 ◽

pp. 579-584

Author(s):

John Jones

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Finite Element Methods ◽

Nonlinear Partial Differential Equations ◽

Partial Differential

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Finite Element Methods for Partial Differential Equations for Option Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.3312203 ◽

2019 ◽

Author(s):

Silke Prohl

Keyword(s):

Finite Element ◽

Partial Differential Equations ◽

Differential Equations ◽

Option Pricing ◽

Finite Element Methods ◽

Partial Differential

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