86 citations · 242 across the 30 of their papers we have counts for
Showing 2012Show all
2 papers · 1 filter
math.NA2012
Multi-level quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
Frances Y. Kuo, Christoph Schwab, Ian H. Sloan
Quasi-Monte Carlo (QMC) methods are applied to multi-level Finite Element (FE) discretizations of elliptic partial differential equations (PDEs) with a random coefficient, to estim…
math.NA2012★ 60 cited
On Wavelet-Galerkin methods for Semilinear Parabolic Equations with Additive Noise
M. Kovács, S. Larsson, K. Urban
We consider the semilinear stochastic heat equation perturbed by additive noise. After time-discretization by Euler's method the equation is split into a linear stochastic equation…