QMC4PDE
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Software:45654
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Source code repository: https://bitbucket.org/dnuyens/qmc4pde/src/master/
Related Items (29)
A study of highly efficient stochastic sequences for multidimensional sensitivity analysis ⋮ Stochastic gradient descent for semilinear elliptic equations with uncertainties ⋮ Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions ⋮ A note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensions ⋮ MDFEM: Multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEM ⋮ Learning multivariate functions with low-dimensional structures using polynomial bases ⋮ Mean Dimension of Ridge Functions ⋮ On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems ⋮ Deterministic and stochastic phase-field modeling of anisotropic brittle fracture ⋮ A note on the CBC-DBD construction of lattice rules with general positive weights ⋮ Constructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC Construction ⋮ Convergence rates of high dimensional Smolyak quadrature ⋮ Multilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEs ⋮ A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems ⋮ Application of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial ⋮ Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights ⋮ An efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systems ⋮ Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media ⋮ Approximation of High-Dimensional Periodic Functions with Fourier-Based Methods ⋮ 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 ⋮ Truncation in average and worst case settings for special classes of \(\infty \)-variate functions ⋮ Infinite-dimensional integration and the multivariate decomposition method ⋮ 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 ⋮ Uncertainty Quantification Using Periodic Random Variables ⋮ A Strong Law of Large Numbers for Scrambled Net Integration ⋮ Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method ⋮ Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters ⋮ A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty
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