Uncertainty Quantification Using Periodic Random Variables
From MaRDI portal
Publication:5222130
DOI10.1137/19M1262796MaRDI QIDQ5222130
Frances Y. Kuo, Vesa Kaarnioja, Ian H. Sloan
Publication date: 1 April 2020
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.07693
quasi-Monte Carlo methodslattice rulesuncertainty quantificationhigher order convergenceperiodic random field
Related Items (6)
Uncertainty quantification for random domains using periodic random variables ⋮ Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights ⋮ Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification ⋮ Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters ⋮ A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty ⋮ The uniform sparse FFT with application to PDEs with random coefficients
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- Dimension truncation in QMC for affine-parametric operator equations
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
- Good lattice rules in weighted Korobov spaces with general weights
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Analytic regularity and nonlinear approximation of a class of parametric semilinear elliptic PDEs
- QMC Galerkin Discretization of Parametric Operator Equations
- Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
- Computational Higher Order Quasi-Monte Carlo Integration
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Lattice Methods for Multiple Integration: Theory, Error Analysis and Examples
- Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs
- Higher Order Quasi--Monte Carlo Integration for Holomorphic, Parametric Operator Equations
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
- Efficient Spectral Sparse Grid Methods and Applications to High-Dimensional Elliptic Problems
- Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs
- Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs
- Constructing Embedded Lattice Rules for Multivariate Integration
This page was built for publication: Uncertainty Quantification Using Periodic Random Variables
