QMC4PDE

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swMATH33945MaRDI QIDQ45654


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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 analysisStochastic gradient descent for semilinear elliptic equations with uncertaintiesDensity Estimation in RKHS with Application to Korobov Spaces in High DimensionsA note on concatenation of quasi-Monte Carlo and plain Monte Carlo rules in high dimensionsMDFEM: Multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficients using higher-order QMC and FEMLearning multivariate functions with low-dimensional structures using polynomial basesMean Dimension of Ridge FunctionsOn the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problemsDeterministic and stochastic phase-field modeling of anisotropic brittle fractureA note on the CBC-DBD construction of lattice rules with general positive weightsConstructing QMC Finite Element Methods for Elliptic PDEs with Random Coefficients by a Reduced CBC ConstructionConvergence rates of high dimensional Smolyak quadratureMultilevel QMC with Product Weights for Affine-Parametric, Elliptic PDEsA Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion ProblemsApplication of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorialFast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weightsAn efficient multi-level high-order algorithm for simulation of a class of Allen-Cahn stochastic systemsQuasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random MediaApproximation of High-Dimensional Periodic Functions with Fourier-Based MethodsAnalysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random InputsTruncation in average and worst case settings for special classes of \(\infty \)-variate functionsInfinite-dimensional integration and the multivariate decomposition methodThe Helmholtz Equation in Random Media: Well-Posedness and A Priori BoundsMDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEMUncertainty Quantification Using Periodic Random VariablesA Strong Law of Large Numbers for Scrambled Net IntegrationRecycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo MethodLattice algorithms for multivariate approximation in periodic spaces with general weight parametersA Quasi-Monte Carlo Method for Optimal Control Under Uncertainty


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