@Article{CiCP-29-211, author = {Wang , XiangLi , Jichun and Fang , Zhiwei}, title = {Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs}, journal = {Communications in Computational Physics}, year = {2020}, volume = {29}, number = {1}, pages = {211--236}, abstract = {
This article is devoted to three quadrature methods for the rapid solution of stochastic time-dependent Maxwell's equations with uncertain permittivity, permeability and initial conditions. We develop the mathematical analysis of the error estimate for single level Monte Carlo method, multi-level Monte Carlo method, and the quasi-Monte Carlo method. The theoretical results are supplemented by numerical experiments.
}, issn = {1991-7120}, doi = {https://doi.org/10.4208/cicp.OA-2020-0011}, url = {http://global-sci.org/intro/article_detail/cicp/18428.html} }