Automatic cubatures approximate integrals to user-specified error tolerances. For high
dimensional problems, it is difficult to adaptively change the sampling pattern to focus on …

Limiting the injection rate to restrict the pressure below a threshold at a critical location can
be an important goal of simulations that model the subsurface pressure between injection …

Efficiently approximating the probability of system failure has gained increasing importance
as expensive simulations begin to play a larger role in reliability quantification tasks in areas …

Abstract Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for
approximating the expected value of a random variable. Algorithms exist to adaptively …

Automatic and adaptive approximation, optimization, or integration of functions in a cone
with guarantee of accuracy is a relatively new paradigm. Our purpose is to create an open …