Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification
classification
🧮 math.NA
keywords
higherorderquantificationuncertaintyapproximationsarisecarlocomputational
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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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