Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system
From MaRDI portal
Recommendations
- The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system
- An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system
- Multilevel quasi-Monte Carlo for optimization under uncertainty
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Numerical comparison of three stochastic methods for nonlinear PN junction problems
Cites work
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 1215244 (Why is no real title available?)
- scientific article; zbMATH DE number 2000348 (Why is no real title available?)
- scientific article; zbMATH DE number 780774 (Why is no real title available?)
- An SQP approach with line search for a system of nonlinear equations
- Analysis of the drift-diffusion-Poisson-Boltzmann system for nanowire and nanopore sensors in the alternating-current regime
- Component-by-component constructions achieve the optimal rate of convergence for multivariate integration in weighted Korobov and Sobolev spaces
- Constructing Embedded Lattice Rules for Multivariate Integration
- Error reduction techniques in quasi-Monte Carlo integration.
- Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights
- Improved multilevel Monte Carlo convergence using the Milstein scheme
- Modeling and simulation of electronic structure, material interface and random doping in nano-electronic devices
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Multilevel Monte Carlo Path Simulation
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Multilevel quasi-Monte Carlo path simulation
- Multiscale modeling of planar and nanowire field-effect biosensors
- On the limited memory BFGS method for large scale optimization
- On the use of low discrepancy sequences in Monte Carlo methods
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Randomization of Number Theoretic Methods for Multiple Integration
- Randomization of Quasi-Monte Carlo Methods for Error Estimation: Survey and Normal Approximation *
- Randomization of lattice rules for numerical multiple integration
- Randomized multilevel quasi-Monte Carlo path simulation
- Randomized quasi-Monte Carlo methods in pricing securities
- The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system
- Tractability of multivariate integration for weighted Korobov classes
Cited in
(8)- Adjoint-Based Bayesian Uncertainty Quantification for PDE-Constrained Inverse Problems with Application to Semiconductor Imaging
- A multilevel Monte Carlo finite element method for the stochastic Cahn-Hilliard-Cook equation
- An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system
- The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system
- Application of direct meshless local <scp>Petrov–Galerkin</scp> method for numerical solution of stochastic elliptic interface problems
- Jacobi polynomials for the numerical solution of multi-dimensional stochastic multi-order time fractional diffusion-wave equations
- A finite element approximation of a current-induced magnetization dynamics model
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
This page was built for publication: Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2310184)
