MDFEM: Multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM

Dong T. P. Nguyen, Dirk Nuyens

We introduce the multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficient $a=\exp (Z)$ where $Z$ is a Gaussian random field defined by…