In this paper, the potential benefits of quasi-Monte Carlo (QMC) methods for uncertainty propagation are assessed via two applications: a numerical case study and a realistic and …
C Schillings, B Sprungk, P Wacker - Numerische Mathematik, 2020 - Springer
The Bayesian approach to inverse problems provides a rigorous framework for the incorporation and quantification of uncertainties in measurements, parameters and models …
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a …
Nowadays, much of the world has a regional air pollution strategy to limit and decrease the pollution levels across governmental borders and control their impact on human health and …
AB Owen - International conference on Monte Carlo and quasi …, 2020 - Springer
Abstract Quasi-Monte Carlo (QMC) points are a substitute for plain Monte Carlo (MC) points that greatly improve integration accuracy under mild assumptions on the problem. Because …
We study the application of a tailored quasi-Monte Carlo (QMC) method to a class of optimal control problems subject to parabolic partial differential equation (PDE) constraints under …
Quantifying uncertainty associated with the microstructure variation of a material can be a computationally daunting task, especially when dealing with advanced constitutive models …
High order perturbation theory has seen an unexpected recent revival for controlled calculations of quantum many-body systems, even at strong coupling. We adapt integration …
We propose an approximation method for high-dimensional 1-periodic functions based on the multivariate ANOVA decomposition. We provide analysis of classical ANOVA …