Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients

2019/05/10 by Alexander D. Gilbert, A. D. Gilbert, I. G. Graham +7 · 5 citations
Computer Science · Decision Sciences · Mathematics · #Advanced Mathematical Modeling in Engineering #Applied mathematics #Bounded function #Eigenvalues and eigenvectors #Mathematical Approximation and Integration #Mathematical analysis #Mathematics #Monte Carlo method #Physics #Probabilistic and Robust Engineering Design #Quantum mechanics

paper · open access · doi:10.1007/s00211-019-01046-6

published in Numerische Mathematik 142(4), 863-915 (Springer Science+Business Media)

openalex publication_date 2019/05/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

Citations

• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces

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