Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction
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Publication:5117920
DOI10.1007/978-3-030-43465-6_2OpenAlexW3023475161MaRDI QIDQ5117920FDOQ5117920
Christoph Schwab, Lukas Herrmann
Publication date: 26 August 2020
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-030-43465-6_2
uncertainty quantificationBayesian inverse problemsparametric operator equationshigher order quasi-Monte Carlo
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Cited In (7)
- Constructive deep ReLU neural network approximation
- Monte-Carlo finite-volume methods in uncertainty quantification for hyperbolic conservation laws
- A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics
- Deep neural network expression of posterior expectations in Bayesian PDE inversion
- Space-time Multilevel Quadrature Methods and their Application for Cardiac Electrophysiology
- Multilevel approximation of Gaussian random fields: Fast simulation
- $hp$-Multilevel Monte Carlo Methods for Uncertainty Quantification of Compressible Navier--Stokes Equations
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