Higher order quasi-Monte Carlo integration for Bayesian PDE inversion (Q2203718)

scientific article

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English	Higher order quasi-Monte Carlo integration for Bayesian PDE inversion	scientific article

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instance of

scholarly article

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title

Higher order quasi-Monte Carlo integration for Bayesian PDE inversion (English)

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Robert Nicholas Gantner

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published in

Computers \& Mathematics with Applications

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publication date

2 October 2020

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full work available at URL

https://arxiv.org/abs/1602.07363

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zbMATH Keywords

quasi-Monte Carlo

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lattice rules

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digital nets

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parametric operator equations

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infinite-dimensional quadrature

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Bayesian inverse problems

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uncertainty quantification

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CBC construction

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SPOD weights

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MaRDI profile type

MaRDI publication profile

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cites work

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THE DECAY OF THE WALSH COEFFICIENTS OF SMOOTH FUNCTIONS

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Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs

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Construction of an orthonormal basis in $C^{m}(I^{d})$ and $W^{m}_{p}(I^{d})$

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Dimension truncation in QMC for affine-parametric operator equations

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Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients

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HIGH-ORDER GALERKIN APPROXIMATIONS FOR PARAMETRIC SECOND-ORDER ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS

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Multilevel higher-order quasi-Monte Carlo Bayesian estimation

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Adaptive Sparse Grid Model Order Reduction for Fast Bayesian Estimation and Inversion

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Identifiers

zbMATH Open document ID

1442.62051

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DOI

10.1016/j.camwa.2018.09.019

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2203718