The past decade has seen increasing interest in applying Deep Learning (DL) to Computational Science and Engineering (CSE). Driven by impressive results in applications …
P Chen, C Schwab - Handbook of uncertainty quantification, 2016 - sam.math.ethz.ch
This work surveys mathematical foundations of Model Order Reduction (MOR for short) techniques in accelerating computational forward and inverse UQ. Operator equations …
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 …
T Goda, P L'ecuyer - SIAM Journal on Scientific Computing, 2022 - SIAM
We study quasi-Monte Carlo (QMC) integration of smooth functions defined over the multidimensional unit cube. Inspired by a recent work of Pan and Owen, we study a new …
We propose a parallel version of the cross interpolation algorithm and apply it to calculate high-dimensional integrals motivated by Ising model in quantum physics. In contrast to …
Algorithms that combat the curse of dimensionality take advantage of nonuniformity properties of the underlying functions, which may be rotational (eg, grid alignment) or …
We analyze the convergence of compressive sensing based sampling techniques for the efficient evaluation of functionals of solutions for a class of high-dimensional, affine …
J Zech, C Schwab - ESAIM: Mathematical Modelling and …, 2020 - esaim-m2an.org
We analyse convergence rates of Smolyak integration for parametric maps u: U→ X taking values in a Banach space X, defined on the parameter domain U=[− 1, 1] N. For parametric …
J Dick, FY Kuo, QT Le Gia, C Schwab - SIAM Journal on Numerical Analysis, 2016 - SIAM
We develop a convergence analysis of a multilevel algorithm combining higher order quasi-- Monte Carlo (QMC) quadratures with general Petrov--Galerkin discretizations of countably …