MONTE CARLO METHODS FOR SOLVING MULTIVARIABLE PROBLEMS

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(71)

A direct simulation Monte Carlo scheme and uniformly distributed sequences for solving the Boltzmann equation
Approximation of multivariable functions with respect to random points less than \(2^k,k\) dimension of space
The dispersion of the Hammersley sequence in the unit square
On computing the exact value of dispersion of a sequence
Conditioning for variance reduction in estimating the sensitivity of simulations
Interpolation of multivariable functions with respect to random points
Pseudo-random trees: Multiple independent sequence generators for parallel and branching computations
On the \(L_2\)-discrepancy for anchored boxes
On the number of maximum empty boxes amidst \(n\) points
Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo
Epi-convergent discretizations of stochastic programs via integration quadratures
Multicriteria engineering optimization problems: statement, solution and applications
On the largest empty axis-parallel box amidst \(n\) points
On irregularities of distribution. IV
Quasi Monte Carlo time-frequency analysis
Star discrepancy subset selection: problem formulation and efficient approaches for low dimensions
An unsupervised machine-learning checkpoint-restart algorithm using Gaussian mixtures for particle-in-cell simulations
A conservative implicit-PIC scheme for the hybrid kinetic-ion fluid-electron plasma model on curvilinear meshes
A sample-efficient deep learning method for multivariate uncertainty qualification of acoustic-vibration interaction problems
Model order reduction accelerated Monte Carlo stochastic isogeometric method for the analysis of structures with high-dimensional and independent material uncertainties
Bi-fidelity stochastic gradient descent for structural optimization under uncertainty
The model-specific Markov embedding problem for symmetric group-based models
Estimating parameter and discretization uncertainties using a laminar-turbulent transition model
Efficient uncertainty quantification with the polynomial chaos method for stiff systems
A framework for data-driven analysis of materials under uncertainty: countering the curse of dimensionality
Multicriteria analysis tools in real-life problems
Reduced-order modeling of time-dependent PDEs with multiple parameters in the boundary data
Variance reduction in sample approximations of stochastic programs
On a number-theoretical integration method
On the numerical integration of non-periodic functions of several variables
Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes
The method of forced probabilities: a computation trick for Bayesian model evidence
Multi-objective actuator placement optimization for local sound control evaluated in a stochastic domain
Parameter estimation for mechanical systems via an explicit representation of uncertainty
Comparison between LS-sequences and -adic van der Corput sequences
On sampling methods for costly multi-objective black-box optimization
Extension of van der Corput algorithm to LS-sequences
Piercing random boxes
Impact of data assimilation on cost-accuracy tradeoff in multifidelity models
Discrepancy of Hammersley points in Besov spaces of dominating mixed smoothness
The Effect of Initial Population Sampling on the Convergence of Multi-Objective Genetic Algorithms
Comparison of descriptive statistics for multidimensional point sets
Numerical interpolation and differentiation of multivariable functions
Quasi-Monte Carlo methods and pseudo-random numbers
Generation of space-filling uniform designs in unit hypercubes
Tighter bounds for the discrepancy of boxes and polytopes
Tolerance-based process plan evaluation using Monte Carlo simulation
Approximation of high-dimensional rank one tensors
A simple geometric method for navigating the energy landscape of centroidal Voronoi tessellations
Number-theoretic method in approximate analysis
On classical number-theoretic nets
Fifty years of the number-theoretic method in approximate analysis: problems and achievements
Calculation of discrepancy measures and applications
Fast randomized iteration: diffusion Monte Carlo through the Lens of numerical linear algebra
A measure-theoretic interpretation of sample based numerical integration with applications to inverse and prediction problems under uncertainty
A Modified Monte-Carlo Quadrature
Allgemeiner Bericht über Monte-Carlo-Methoden
Point sets and sequences with small discrepancy
A supplement to sowey's bibliography on random number generation and related topics
Projective multiscale time-integration for electrostatic particle-in-cell methods
A sequential designing-modeling technique when the input factors are not equally important
Expected integration approximation under general equal measure partition
A generalization of Kakutani's splitting procedure
Gauss Newton method for solving variational problems of PDEs with neural network discretizaitons
Proper orthogonal decomposition and Monte Carlo based isogeometric stochastic method for material, geometric and force multi-dimensional uncertainties
Algorithmic construction of low-discrepancy point sets via dependent randomized rounding
Localized wave fission phenomena and numerical simulation with symmetry data-enhanced PINNs of the (2+1)-dimensional generalized Broer-Kaup system
On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
On effective computation of expectations in large or infinite dimension
Efficient non-myopic value-of-information computation for influence diagrams
Quasi-Monte Carlo methods with applications in finance

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