QMC4PDE

QMC4PDE: Quasi-Monte Carlo methods for elliptic PDEs with random diffusion coefficients. A practical guide to the software for constructing point sets and point generator code. Accompanying the article “Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients – a survey of analysis and implementation”, Foundations of Computational Mathematics, 2016, by Frances Y. Kuo & Dirk Nuyens.


References in zbMATH (referenced in 14 articles , 1 standard article )

Showing results 1 to 14 of 14.
Sorted by year (citations)

  1. Cools, Ronald; Kuo, Frances Y.; Nuyens, Dirk; Sloan, Ian H.: Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights (2021)
  2. Ganesh, M.; Kuo, Frances Y.; Sloan, Ian H.: Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media (2021)
  3. Ebert, Adrian; Kritzer, Peter; Nuyens, Dirk: Constructing QMC finite element methods for elliptic PDEs with random coefficients by a reduced CBC construction (2020)
  4. Hoyt, Christopher R.; Owen, Art B.: Mean dimension of ridge functions (2020)
  5. Kaarnioja, V.; Kuo, F. Y.; Sloan, I. H.: Uncertainty quantification using periodic random variables (2020)
  6. Pembery, O. R.; Spence, E. A.: The Helmholtz equation in random media: well-posedness and a priori bounds (2020)
  7. Schillings, Claudia; Sprungk, Björn; Wacker, Philipp: On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems (2020)
  8. Zech, Jakob; Schwab, Christoph: Convergence rates of high dimensional Smolyak quadrature (2020)
  9. Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan: Recycling samples in the multigrid multilevel (quasi-)Monte Carlo method (2019)
  10. Gantner, Robert N.; Herrmann, Lukas; Schwab, Christoph: Multilevel QMC with product weights for affine-parametric, elliptic PDEs (2018)
  11. Kuo, Frances Y.; Nuyens, Dirk: Application of Quasi-Monte Carlo methods to PDEs with random coefficients -- an overview and tutorial (2018)
  12. Kuo, F. Y.; Nuyens, D.; Plaskota, L.; Sloan, I. H.; Wasilkowski, G. W.: Infinite-dimensional integration and the multivariate decomposition method (2017)
  13. Robbe, Pieterjan; Nuyens, Dirk; Vandewalle, Stefan: A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems (2017)
  14. Kuo, Frances Y.; Nuyens, Dirk: Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (2016)