English

Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification

Numerical Analysis 2014-09-30 v1

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.

Keywords

Cite

@article{arxiv.1409.7970,
  title  = {Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification},
  author = {Josef Dick and Quoc Thong Le Gia and Christoph Schwab},
  journal= {arXiv preprint arXiv:1409.7970},
  year   = {2014}
}
R2 v1 2026-06-22T06:07:53.538Z