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Quadrature Algorithms for High Dimensional Singular Integrands on Simplices
(2011)Report, Hausdorff Institut für Mathematik, BonnGalerkin discretizations of integral operators in Rd require the efficient numerical evaluation of integrals I =∫S(1)∫S(2) f(x; y)dydx where S(1); S(2) are d-simplices and the integrand function f has a possibly nonintegrable singularity at x = y. In [A. Chernov, T. von Petersdorff, C. Schwab, Exponential convergence of hp quadrature for integral operators with Gevrey kernels, M2AN, 45(3):387{422, 2011] we constructed several families of ...Report -
Extrapolated Lattice Rule Integration in Computational Uncertainty Quantification
(2020)SAM Research ReportReport -
Quasi-Monte Carlo integration for affine-parametric, elliptic PDEs: local supports imply product weights
(2016)Research reports / Seminar for Applied MathematicsReport -
QMC integration for lognormal-parametric, elliptic PDEs: local supports imply product weights.
(2016)Research reports / Seminar for Applied MathematicsReport -
Electromagnetic Wave Scattering by Random Surfaces: Shape Holomorphy
(2016)Research reports / Seminar for Applied MathematicsReport -
Sparse-Grid, Reduced-Basis Bayesian Inversion
(2014)Research ReportWe analyze reduced basis acceleration of recently proposed deterministic Bayesian inversion algorithms for partial differential equations with uncertain distributed parameter, for observation data subject to additive, Gaussian observation noise. Specifically, Bayesian inversion of affine-parametric, linear operator families on possibly high-dimensional parameter spaces. We consider “high-fidelity ” Petrov-Galerkin (PG) discretizations of ...Report -
hp-dGFEM for Second-Order Elliptic Problems in Polyhedra II
(2009)Research reportThe goal of this paper is to establish exponential convergence of hp-version interior penalty (IP) discontinuous Galerkin (dG) finite element methods for the numerical approximation of linear second-order elliptic boundary-value problems with piecewise analytic data in threedimensional polyhedral domains. More precisely, we shall analyze the convergence of the hp-IP dG methods considered in [30] which are based on !-geometric anisotropic ...Report -
Exponential Convergence of hp FEM for Spectral Fractional Diffusion in Polygons
(2020)SAM Research ReportReport -
Large deformation shape uncertainty quantification in acoustic scattering
(2015)Research ReportWe address shape uncertainty quantification for the two-dimensional Helmholtz trans- mission problem, where the shape of the scatterer is the only source of uncertainty. In the framework of the so-called deterministic approach, we provide a high-dimensional parametrization for the interface. Each domain configuration is mapped to a nominal configuration, obtaining a problem on a fixed domain with stochastic coefficients. To compute surrogate ...Report -
Exponential Convergence of hp-FEM for Elliptic Problems in Polyhedra: Mixed Boundary Conditions and Anisotropic Polynomial Degrees
(2016)Research reports / Seminar for Applied MathematicsReport