High-dimensional integration: the quasi-Monte Carlo way
This paper is a contemporary review of QMC ('quasi-Monte Carlo') methods, that is, equal-
weight rules for the approximate evaluation of high-dimensional integrals over the unit cube …
weight rules for the approximate evaluation of high-dimensional integrals over the unit cube …
Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
We consider the numerical solution of elliptic partial differential equations with random
coefficients. Such problems arise, for example, in uncertainty quantification for groundwater …
coefficients. Such problems arise, for example, in uncertainty quantification for groundwater …
Quasi-Monte Carlo finite element methods for a class of elliptic partial differential equations with random coefficients
In this paper quasi-Monte Carlo (QMC) methods are applied to a class of elliptic partial
differential equations (PDEs) with random coefficients, where the random coefficient is …
differential equations (PDEs) with random coefficients, where the random coefficient is …
Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods
J Charrier, R Scheichl, AL Teckentrup - SIAM Journal on Numerical Analysis, 2013 - SIAM
We consider a finite element approximation of elliptic partial differential equations with
random coefficients. Such equations arise, for example, in uncertainty quantification in …
random coefficients. Such equations arise, for example, in uncertainty quantification in …
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random
coefficients. We focus on models of the random coefficient that lack uniform ellipticity and …
coefficients. We focus on models of the random coefficient that lack uniform ellipticity and …
Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
This article provides a survey of recent research efforts on the application of quasi-Monte
Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion …
Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion …
Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
In this paper we analyze the numerical approximation of diffusion problems over polyhedral
domains in R^ d R d (d= 1, 2, 3 d= 1, 2, 3), with diffusion coefficient a (x, ω) a (x, ω) given as …
domains in R^ d R d (d= 1, 2, 3 d= 1, 2, 3), with diffusion coefficient a (x, ω) a (x, ω) given as …
Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
This paper is a sequel to our previous work (Kuo et al. in SIAM J Numer Anal, 2012) where
quasi-Monte Carlo (QMC) methods (specifically, randomly shifted lattice rules) are applied to …
quasi-Monte Carlo (QMC) methods (specifically, randomly shifted lattice rules) are applied to …
Multilevel quasi-Monte Carlo methods for lognormal diffusion problems
In this paper we present a rigorous cost and error analysis of a multilevel estimator based on
randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion problems …
randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion problems …
Probabilistic failure mechanisms via Monte Carlo simulations of complex microstructures
A probabilistic approach to phase-field brittle and ductile fracture with random material and
geometric properties is proposed within this work. In the macroscopic failure mechanics …
geometric properties is proposed within this work. In the macroscopic failure mechanics …