Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
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Publication:544544
convergencequasi-Monte Carlo methodsnumerical experimentsfast Fourier transformfinite elementfluid flowrandom porous mediacirculant embeddinghigh-dimensional quadraturenonlinear functionals
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic analysis applied to problems in fluid mechanics (76M35) Flows in porous media; filtration; seepage (76S05)
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Cited in
(99)- Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
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- An efficient multimodes Monte Carlo homogenization method for random materials
- Probabilistic failure mechanisms via Monte Carlo simulations of complex microstructures
- Error Estimate of a Quasi-Monte Carlo Time-Splitting Pseudospectral Method for Nonlinear Schrödinger Equation with Random Potentials
- Propagation of uncertainties in density-driven flow
- Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method
- Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing
- A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems
- \(N\)-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
- A sparse FFT approach for ODE with random coefficients
- Quasi-Monte Carlo algorithms for diffusion equations in high dimensions
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
- Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients
- Spectral element approximation of Fredholm integral eigenvalue problems
- Statistical Finite Elements via Langevin Dynamics
- Ian Sloan and Lattice Rules
- Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Efficient uncertainty propagation for stochastic multiscale linear elasticity
- Parallel cross interpolation for high-precision calculation of high-dimensional integrals
- Fuzzy-stochastic partial differential equations
- Multilevel quasi-Monte Carlo for optimization under uncertainty
- Fast CBC construction of randomly shifted lattice rules achieving \(\mathcal{O}(n^{- 1 + \delta})\) convergence for unbounded integrands over \(\mathbb{R}^s\) in weighted spaces with POD weights
- Fast random field generation with \(H\)-matrices
- A nonlinear stochastic finite element method for solving elastoplastic problems with uncertainties
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- Fast QMC matrix-vector multiplication
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
- Parallel Multilevel Monte Carlo Algorithms for Elliptic PDEs with Random Coefficients
- A novel weakly-intrusive non-linear multiresolution framework for uncertainty quantification in hyperbolic partial differential equations
- MG/OPT and multilevel Monte Carlo for robust optimization of PDEs
- A one-time truncate and encode multiresolution stochastic framework
- A multilevel approach towards unbiased sampling of random elliptic partial differential equations
- A posteriori error estimation for elliptic partial differential equations with small uncertainties
- Quasi Monte Carlo methods applied to equations in transient regime on the Theis equation
- A QMC-Spectral Method for Elliptic PDEs with Random Coefficients on the Unit Sphere
- Numerical approximation of Gaussian random fields on closed surfaces
- Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions
- A data-driven approach for multiscale elliptic PDEs with random coefficients based on intrinsic dimension reduction
- A shape calculus based method for a transmission problem with a random interface
- Stochastic discrete equation method (SDEM) for two-phase flows
- Error analysis of the dynamically orthogonal approximation of time dependent random PDEs
- A parametric acceleration of multilevel Monte Carlo convergence for nonlinear variably saturated flow
- A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity
- On local Fourier analysis of multigrid methods for PDEs with jumping and random coefficients
- Data-free likelihood-informed dimension reduction of Bayesian inverse problems
- Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
- A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition
- On quasi-Monte Carlo simulation of stochastic differential equations
- A tensor decomposition algorithm for large ODEs with conservation laws
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- A stochastic LATIN method for stochastic and parameterized elastoplastic analysis
- Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
- Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods
- Quasi-Monte Carlo methods for lattice systems: a first look
- Representations of Gaussian random fields and approximation of elliptic PDEs with lognormal coefficients
- Stochastic least-squares Petrov-Galerkin method for parameterized linear systems
- Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights
- Optimal approximation of the first-order corrector in multiscale stochastic elliptic PDE
- A kernel-based collocation method for elliptic partial differential equations with random coefficients
- Monte Carlo methods for uniform approximation on periodic Sobolev spaces with mixed smoothness
- Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients
- Convergence analysis of macro spreading in 3D heterogeneous porous media
- Uncertainty quantification for low-frequency, time-harmonic Maxwell equations with stochastic conductivity models
- Convergence of adaptive stochastic collocation with finite elements
- Quasi-randomized numerical methods for systems with coefficients of bounded variation
- Modern Monte Carlo variants for uncertainty quantification in neutron transport
- A multiorder discontinuous Galerkin Monte Carlo method for hyperbolic problems with stochastic parameters
- Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties
- Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Three kinds of discrete approximations of statistical multivariate distributions and their applications
- SDE based regression for linear random PDEs
- Proof techniques in quasi-Monte Carlo theory
- Scheduling massively parallel multigrid for multilevel Monte Carlo methods
- A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
- Recycling samples in the multigrid multilevel (quasi-)Monte Carlo method
- Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Initialization of the circulant embedding method to speed up the generation of Gaussian random fields
- A multigrid multilevel Monte Carlo method for Stokes-Darcy model with random hydraulic conductivity and Beavers-Joseph condition
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- \textit{A posteriori} error estimation for the steady Navier-Stokes equations in random domains
- A multigrid multilevel Monte Carlo method for transport in the Darcy-Stokes system
- Stochastic regularity of a quadratic observable of high-frequency waves
- Infinite-dimensional integration and the multivariate decomposition method
- Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
- Complexity analysis of quasi continuous level Monte Carlo
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
- Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods
- A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
- Stochastic finite elements of discretely parameterized random systems on domains with boundary uncertainty
- An adaptive multilevel Monte Carlo method with stochastic bounds for quantities of interest with uncertain data
- A hybrid alternating least squares-TT-cross algorithm for parametric PDEs
- Multiscale model reduction for stochastic elasticity problems using ensemble variable-separated method
- On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion
- A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems
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