Extrapolated polynomial lattice rule integration in computational uncertainty quantification
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Cites work
- Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs
- Certified reduced basis methods for parametrized partial differential equations
- Computational higher order quasi-Monte Carlo integration
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- Differential operators on domains with conical points: precise uniform regularity estimates
- Dimension truncation in QMC for affine-parametric operator equations
- Efficient calculation of the worst-case error and (fast) component-by-component construction of higher order polynomial lattice rules
- Electromagnetic wave scattering by random surfaces: shape holomorphy
- Fast QMC matrix-vector multiplication
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- High-dimensional integration: The quasi-Monte Carlo way
- Higher order QMC Petrov-Galerkin discretization for affine parametric operator equations with random field inputs
- Higher order quasi-Monte Carlo integration for holomorphic, parametric operator equations
- Improving the Rate of Convergence of High-Order Finite Elements on Polyhedra I:A PrioriEstimates
- Improving the Rate of Convergence of High-Order Finite Elements on Polyhedra II: Mesh Refinements and Interpolation
- Improving the rate of convergence of `high order finite elements' on polygons and domains with cusps
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Large deformation shape uncertainty quantification in acoustic scattering
- Local mesh refinement for the discretization of Neumann boundary control problems on polyhedra
- Low-discrepancy point sets obtained by digital constructions over finite fields
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Multilevel QMC with product weights for affine-parametric, elliptic PDEs
- Multilevel higher order QMC Petrov-Galerkin discretization for affine parametric operator equations
- Multilevel higher-order quasi-Monte Carlo Bayesian estimation
- Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients
- QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights
- Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights
- Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Quasi-Monte Carlo integration using digital nets with antithetics
- Quasi-Monte Carlo methods for high-dimensional integration: the standard (weighted Hilbert space) setting and beyond
- Reduced basis methods for partial differential equations. An introduction
- Richardson extrapolation of polynomial lattice rules
- Uncertainty Quantification for Spectral Fractional Diffusion: Sparsity Analysis of Parametric Solutions
Cited in
(4)- A-posteriori QMC-FEM error estimation for Bayesian inversion and optimal control with entropic risk measure
- Richardson extrapolation of polynomial lattice rules
- Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs
- Frequency-explicit shape holomorphy in uncertainty quantification for acoustic scattering
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