On the quasi-Monte Carlo method with Halton points for elliptic PDEs with log-normal diffusion


This article is dedicated to the computation of the moments of the solution to elliptic partial differential equations with random, log-normally distributed diffusion coefficients by the quasi-Monte Carlo method. Our main result is that the convergence rate of the quasi-Monte Carlo method based on the Halton sequence for the moment computation depends only… (More)
DOI: 10.1090/mcom/3107


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