QMC4PDE

swMATH33945MaRDI QIDQ45654FDOQ45654

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Source code repository: https://bitbucket.org/dnuyens/qmc4pde/src/master/

Described by source

• Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation

Cited In (29)

• Application of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial
• Learning multivariate functions with low-dimensional structures using polynomial bases
• Stochastic gradient descent for semilinear elliptic equations with uncertainties
• Truncation in average and worst case settings for special classes of \(\infty \)-variate functions
• An efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systems
• Deterministic and stochastic phase-field modeling of anisotropic brittle fracture
• Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions
• A study of highly efficient stochastic sequences for multidimensional sensitivity analysis
• Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
• Mean Dimension of Ridge Functions
• Convergence rates of high dimensional Smolyak quadrature
• Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
• Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media
• Uncertainty Quantification Using Periodic Random Variables
• Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method
• A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions
• Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs
• Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction
• The Helmholtz Equation in Random Media: Well-Posedness and A Priori Bounds
• MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
• MDFEM: Multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM
• Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs
• A Strong Law of Large Numbers for Scrambled Net Integration
• A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems
• Approximation of High-Dimensional Periodic Functions with Fourier-Based Methods
• On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
• A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
• Infinite-dimensional integration and the multivariate decomposition method
• A note on the CBC-DBD construction of lattice rules with general positive weights

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