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ETNA - Electronic Transactions on Numerical Analysis
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Verlag der Österreichischen Akademie der Wissenschaften Austrian Academy of Sciences Press
A-1011 Wien, Dr. Ignaz Seipel-Platz 2
Tel. +43-1-515 81/DW 3420, Fax +43-1-515 81/DW 3400 https://verlag.oeaw.ac.at, e-mail: verlag@oeaw.ac.at |
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DATUM, UNTERSCHRIFT / DATE, SIGNATURE
BANK AUSTRIA CREDITANSTALT, WIEN (IBAN AT04 1100 0006 2280 0100, BIC BKAUATWW), DEUTSCHE BANK MÜNCHEN (IBAN DE16 7007 0024 0238 8270 00, BIC DEUTDEDBMUC)
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ETNA - Electronic Transactions on Numerical Analysis, pp. 589-617, 2024/12/11
In this study, we consider the development of tailored quasi-Monte Carlo (QMC) cubatures for non-conforming discontinuous Galerkin (DG) approximations of elliptic partial differential equations (PDEs) with random coefficients. We consider both the affine and uniform and the lognormal models for the input random field and investigate the use of QMC cubatures to approximate the expected value of the PDE response subject to input uncertainty. In particular, we prove that the resulting QMC convergence rate for DG approximations behaves in the same way as if continuous finite elements were chosen. Notably, the parametric regularity bounds for DG, which are developed in this work, are also useful for other methods such as sparse grids. Numerical results underline our analytical findings.
Keywords: diffusion equation, discontinuous Galerkin, quasi-Monte Carlo, random coefficient