Cubature formulas for multisymmetric functions and applications to stochastic partial differential equations
DOI10.1137/17M1125418zbMATH Open1398.65014MaRDI QIDQ4636372FDOQ4636372
Authors: Clemens Heitzinger, Gudmund Pammer, Stefan Rigger 
Publication date: 19 April 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Recommendations
- Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures
- Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions
- Partially Symmetric Cubature Formulas for Even Degrees of Exactness
- Symmetry exploits for Bayesian cubature methods
- Stable high-order randomized cubature formulae in arbitrary dimension
stochastic partial differential equationmultivariate integrationquadrature and cubature formulasmultisymmetric polynomialspermutation-invariance
Monte Carlo methods (65C05) Numerical integration (65D30) Applications of commutative algebra (e.g., to statistics, control theory, optimization, etc.) (13P25) Invariance and symmetry properties for PDEs on manifolds (58J70) Function spaces in general topology (54C35)
Cites Work
- Algorithm 659
- Remark on algorithm 659
- Title not available (Why is that?)
- Title not available (Why is that?)
- Multivariate simultaneous approximation
- Walsh Spaces Containing Smooth Functions and Quasi–Monte Carlo Rules of Arbitrary High Order
- An encyclopaedia of cubature formulas.
- Dimension-adaptive tensor-product quadrature
- High-dimensional integration: The quasi-Monte Carlo way
- The ring of multisymmetric functions.
- A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
- Iteration-free computation of Gauss-Legendre quadrature nodes and weights
- Latin supercube sampling for very high-dimensional simulations
- The curse of dimensionality for numerical integration of smooth functions
- Product rules are optimal for numerical integration in classical smoothness spaces
- On lower bounds for integration of multivariate permutation-invariant functions
- The complexity of linear tensor product problems in (anti)symmetric Hilbert spaces
- Construction of quasi-Monte Carlo rules for multivariate integration in spaces of permutation-invariant functions
- Rank-1 lattice rules for multivariate integration in spaces of permutation-invariant functions. Error bounds and tractability
- Gaussian cubature: a practitioner's guide
- Title not available (Why is that?)
- A minimal set of generators for the ring of multisymmetric functions
Cited In (5)
- Existence, uniqueness, and a comparison of nonintrusive methods for the stochastic nonlinear Poisson-Boltzmann equation
- Infinite-dimensional polynomial processes
- Cubature Method for Stochastic Volterra Integral Equations
- Symmetry exploits for Bayesian cubature methods
- Cubification of \(\sigma \pi \)-SDE and exact moment equations
Uses Software
This page was built for publication: Cubature formulas for multisymmetric functions and applications to stochastic partial differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4636372)
