High-dimensional integration: the quasi-Monte Carlo way

J Dick, FY Kuo, IH Sloan - Acta Numerica, 2013 - cambridge.org
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 …

Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

KA Cliffe, MB Giles, R Scheichl… - … and Visualization in …, 2011 - Springer
We consider the numerical solution of elliptic partial differential equations with random
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

FY Kuo, C Schwab, IH Sloan - SIAM Journal on Numerical Analysis, 2012 - SIAM
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 …

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 …

Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients

AL Teckentrup, R Scheichl, MB Giles… - Numerische Mathematik, 2013 - Springer
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 …

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

FY Kuo, D Nuyens - Foundations of Computational Mathematics, 2016 - Springer
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 …

Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients

IG Graham, FY Kuo, JA Nichols, R Scheichl… - Numerische …, 2015 - Springer
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 …

Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients

FY Kuo, C Schwab, IH Sloan - Foundations of Computational Mathematics, 2015 - Springer
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 …

Multilevel quasi-Monte Carlo methods for lognormal diffusion problems

F Kuo, R Scheichl, C Schwab, I Sloan… - Mathematics of …, 2017 - ams.org
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 …

Probabilistic failure mechanisms via Monte Carlo simulations of complex microstructures

N Noii, A Khodadadian, F Aldakheel - Computer Methods in Applied …, 2022 - Elsevier
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 …