A qMC-spectral method for elliptic PDEs with random coefficients on the unit sphere
نویسنده
چکیده
We present a quasi-Monte Carlo spectral method for a class of elliptic partial differential equations (PDEs) with random coefficients defined on the unit sphere. The random coefficients are parametrised by the Karhunen-Loève expansion, while the exact solution is approximated by the spherical harmonics. The expectation of the solution is approximated by a quasi-Monte Carlo integration rule. A method for obtaining error estimates between the exact and the approximate solution is also proposed.
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