Quasi-Monte Carlo and discontinuous Galerkin methods

Vesa Kaarnioja, Andreas Rupp

Published 2022-07-15Version 1

In this study, we design and develop Quasi-Monte Carlo (QMC) cubatures for non-conforming discontinuous Galerkin (DG) approximations of elliptic partial differential equations (PDEs) with random coefficient. That is, we consider the affine and uniform, and the lognormal models for the input random field, and investigate the QMC cubatures to compute the response statistics (expectation and variance) of the discretized PDE. 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. Numerical results underline our analytical findings. Moreover, we present a novel analysis for the parametric regularity in the lognormal setting.