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 …

Near-optimal learning of Banach-valued, high-dimensional functions via deep neural networks

B Adcock, S Brugiapaglia, N Dexter, S Moraga - Neural Networks, 2025 - Elsevier
The past decade has seen increasing interest in applying Deep Learning (DL) to
Computational Science and Engineering (CSE). Driven by impressive results in applications …

[PDF][PDF] Model order reduction methods in computational uncertainty quantification

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 …

A quasi-Monte Carlo method for optimal control under uncertainty

PA Guth, V Kaarnioja, FY Kuo, C Schillings… - SIAM/ASA Journal on …, 2021 - SIAM
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 …

Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights

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 …

[HTML][HTML] Parallel cross interpolation for high-precision calculation of high-dimensional integrals

S Dolgov, D Savostyanov - Computer Physics Communications, 2020 - Elsevier
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 …

Cubature, approximation, and isotropy in the hypercube

LN Trefethen - SIAM Review, 2017 - SIAM
Algorithms that combat the curse of dimensionality take advantage of nonuniformity
properties of the underlying functions, which may be rotational (eg, grid alignment) or …

Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations

H Rauhut, C Schwab - Mathematics of Computation, 2017 - ams.org
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 …

Convergence rates of high dimensional Smolyak quadrature

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 …

Multilevel higher order QMC Petrov--Galerkin discretization for affine parametric operator equations

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 …