Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
From MaRDI portal
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)
Recommendations
- Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
Cites work
- scientific article; zbMATH DE number 3930280 (Why is no real title available?)
- scientific article; zbMATH DE number 4002053 (Why is no real title available?)
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
- scientific article; zbMATH DE number 1262778 (Why is no real title available?)
- scientific article; zbMATH DE number 1827977 (Why is no real title available?)
- scientific article; zbMATH DE number 914714 (Why is no real title available?)
- scientific article; zbMATH DE number 2237872 (Why is no real title available?)
- A Comparative Study on Uncertainty Quantification for Flow in Randomly Heterogeneous Media Using Monte Carlo Simulations and Conventional and KL-Based Moment-Equation Approaches
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- A Two-Scale Nonperturbative Approach to Uncertainty Analysis of Diffusion in Random Composites
- Accuracy and Stability of Numerical Algorithms
- An Algorithm for Simulating Stationary Gaussian Random Fields
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Analysis of FETI methods for multiscale PDEs
- Analysis of the Schwarz algorithm for mixed finite elements methods
- Block-diagonal preconditioning for spectral stochastic finite-element systems
- 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
- Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
- Constructing Sobol Sequences with Better Two-Dimensional Projections
- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
- Decoupling three-dimensional mixed problems using divergence-free finite elements
- Domain decomposition for multiscale PDEs
- Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
- Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Integration and approximation in arbitrary dimensions
- Mixed and Hybrid Finite Element Methods
- Multi-element probabilistic collocation method in high dimensions
- On the distribution of points in a cube and the approximate evaluation of integrals
- Parallel computation of flow in heterogeneous media modelled by mixed finite elements
- Solute transport in heterogeneous porous formations
- Strong and weak error estimates for elliptic partial differential equations with random coefficients
- Strong tractability of multivariate integration using quasi–Monte Carlo algorithms
- Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
Cited in
(99)- Multiscale model reduction for stochastic elasticity problems using ensemble variable-separated method
- Error analysis of the dynamically orthogonal approximation of time dependent random PDEs
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- A shape calculus based method for a transmission problem with a random interface
- Three kinds of discrete approximations of statistical multivariate distributions and their applications
- Quasi-Monte Carlo algorithms for diffusion equations in high dimensions
- Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
- Probabilistic failure mechanisms via Monte Carlo simulations of complex microstructures
- On quasi-Monte Carlo simulation of stochastic differential equations
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
- SDE based regression for linear random PDEs
- A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition
- Monte Carlo methods for uniform approximation on periodic Sobolev spaces with mixed smoothness
- Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights
- A novel weakly-intrusive non-linear multiresolution framework for uncertainty quantification in hyperbolic partial differential equations
- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
- On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion
- An adaptive multilevel Monte Carlo method with stochastic bounds for quantities of interest with uncertain data
- 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
- A multigrid multilevel Monte Carlo method for transport in the Darcy-Stokes system
- Stochastic finite elements of discretely parameterized random systems on domains with boundary uncertainty
- Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
- Quasi-Monte Carlo methods for lattice systems: a first look
- Scheduling massively parallel multigrid for multilevel Monte Carlo methods
- Parallel Multilevel Monte Carlo Algorithms for Elliptic PDEs with Random Coefficients
- Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients
- Representations of Gaussian random fields and approximation of elliptic PDEs with lognormal coefficients
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
- On local Fourier analysis of multigrid methods for PDEs with jumping and random coefficients
- Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method
- Spectral element approximation of Fredholm integral eigenvalue problems
- Convergence analysis of macro spreading in 3D heterogeneous porous media
- A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
- Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods
- Fast random field generation with \(H\)-matrices
- Quasi-randomized numerical methods for systems with coefficients of bounded variation
- Fuzzy-stochastic partial differential equations
- Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
- Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
- Stochastic discrete equation method (SDEM) for two-phase flows
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- Recycling samples in the multigrid multilevel (quasi-)Monte Carlo method
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Fast QMC matrix-vector multiplication
- A hybrid alternating least squares-TT-cross algorithm for parametric PDEs
- An efficient multimodes Monte Carlo homogenization method for random materials
- Propagation of uncertainties in density-driven flow
- Data-free likelihood-informed dimension reduction of Bayesian inverse problems
- A nonlinear stochastic finite element method for solving elastoplastic problems with uncertainties
- A posteriori error estimation for elliptic partial differential equations with small uncertainties
- Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties
- A kernel-based collocation method for elliptic partial differential equations with random coefficients
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
- Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media
- A one-time truncate and encode multiresolution stochastic framework
- A multigrid multilevel Monte Carlo method for Stokes-Darcy model with random hydraulic conductivity and Beavers-Joseph condition
- Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
- Multilevel quasi-Monte Carlo integration with product weights for elliptic PDEs with lognormal coefficients
- Stochastic regularity of a quadratic observable of high-frequency waves
- Statistical Finite Elements via Langevin Dynamics
- Parallel cross interpolation for high-precision calculation of high-dimensional integrals
- A parametric acceleration of multilevel Monte Carlo convergence for nonlinear variably saturated flow
- Proof techniques in quasi-Monte Carlo theory
- \(N\)-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
- \textit{A posteriori} error estimation for the steady Navier-Stokes equations in random domains
- Infinite-dimensional integration and the multivariate decomposition method
- A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity
- A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems
- Convergence of adaptive stochastic collocation with finite elements
- Modern Monte Carlo variants for uncertainty quantification in neutron transport
- Quasi Monte Carlo methods applied to equations in transient regime on the Theis equation
- Ian Sloan and Lattice Rules
- A stochastic LATIN method for stochastic and parameterized elastoplastic analysis
- Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods
- Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs
- A multiorder discontinuous Galerkin Monte Carlo method for hyperbolic problems with stochastic parameters
- A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- Multilevel quasi-Monte Carlo for optimization under uncertainty
- Numerical approximation of Gaussian random fields on closed surfaces
- Optimal approximation of the first-order corrector in multiscale stochastic elliptic PDE
- A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems
- A Walk Outside Spheres for the fractional Laplacian: Fields and first eigenvalue
- MG/OPT and multilevel Monte Carlo for robust optimization of PDEs
- Initialization of the circulant embedding method to speed up the generation of Gaussian random fields
- A tensor decomposition algorithm for large ODEs with conservation laws
- A data-driven approach for multiscale elliptic PDEs with random coefficients based on intrinsic dimension reduction
- Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
- A QMC-Spectral Method for Elliptic PDEs with Random Coefficients on the Unit Sphere
- Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing
- Efficient uncertainty propagation for stochastic multiscale linear elasticity
- Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions
- Error Estimate of a Quasi-Monte Carlo Time-Splitting Pseudospectral Method for Nonlinear Schrödinger Equation with Random Potentials
- Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
- A sparse FFT approach for ODE with random coefficients
- A multilevel approach towards unbiased sampling of random elliptic partial differential equations
- Stochastic least-squares Petrov-Galerkin method for parameterized linear systems
- Uncertainty quantification for low-frequency, time-harmonic Maxwell equations with stochastic conductivity models
- Complexity analysis of quasi continuous level Monte Carlo
This page was built for publication: Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q544544)
