Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification

2014/09/29 by Josef Dick, Dick, Josef, Quôc Thông Lê Gia +3
Decision Sciences · Mathematics · Physics and Astronomy · #65D30 #65D32 #65N30 #FOS: Mathematics #Mathematical Approximation and Integration #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Probabilistic and Robust Engineering Design

paper · pdf · doi:10.48550/arxiv.1409.7970

openalex publication_date 2014/09/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We review recent results on dimension-robust higher order convergence rates of Quasi-Monte Carlo Petrov-Galerkin approximations for response functionals of infinite-dimensional, parametric operator equations which arise in computational uncertainty quantification.

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