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Multilevel higher order Quasi-Monte Carlo Bayesian Estimation
(2016)Research reports / Seminar for Applied MathematicsReport -
Higher order QMC Galerkin discretization for parametric operator equations
(2013)SAM Research ReportWe construct quasi-Monte Carlo methods to approximate the expected values of linear functionals of Petrov-Galerkin discretizations of parametric operator equations which depend on a possibly infinite sequence of parameters. Such problems arise in the numerical solution of differential and integral equations with random field inputs. We analyze the regularity of the solutions with respect to the parameters in terms of the rate of decay of ...Report -
Extrapolated Lattice Rule Integration in Computational Uncertainty Quantification
(2020)SAM Research ReportReport -
Higher order Quasi-Monte Carlo integration for Bayesian Estimation
(2016)Research reports / Seminar for Applied MathematicsReport -
Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification
(2018)SAM Research ReportReport