The paper provides sufficient conditions on parametric regularity for QMC error bounds in finite element discretizations of parametric PDEs with Gevrey-regular random fields, achieving faster-than-MC rates when the quantity of interest depends continuously on the solution, flux, or gradient.
Sch¨oberl,C++ 11 implementation of finite elements in NGSolve, Institute for Analysis and Scientific Computing, Vienna University of Technology, 30 (2014)
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Sufficient conditions for QMC analysis of finite elements for parametric differential equations
The paper provides sufficient conditions on parametric regularity for QMC error bounds in finite element discretizations of parametric PDEs with Gevrey-regular random fields, achieving faster-than-MC rates when the quantity of interest depends continuously on the solution, flux, or gradient.