Search Results - "SLOAN, IAN H."

QUASI-MONTE CARLO FINITE ELEMENT METHODS FOR A CLASS OF ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS by KUO, FRANCES Y., SCHWAB, CHRISTOPH, SLOAN, IAN H.

“…In this paper quasi-Monte Carlo (QMC) methods are applied to a class of elliptic partial differential equations (PDEs) with random coefficients, where the…”
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When Are Quasi-Monte Carlo Algorithms Efficient for High Dimensional Integrals? by Sloan, Ian H, Woźniakowski, Henryk

“…Recently, quasi-Monte Carlo algorithms have been successfully used for multivariate integration of high dimensiond, and were significantly more efficient than…”
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Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems by KUO, FRANCES Y., SCHEICHL, ROBERT, SCHWAB, CHRISTOPH, SLOAN, IAN H., ULLMANN, ELISABETH

“…multilevel Quasi-Monte Carlo finite element discretisations and give a constructive proof of the dimension-independent convergence of the QMC rules. More…”
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Multi-level Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic PDEs with Random Coefficients by Kuo, Frances Y., Schwab, Christoph, Sloan, Ian H.

“…This paper is a sequel to our previous work (Kuo et al. in SIAM J Numer Anal, 2012) where quasi-Monte Carlo (QMC) methods (specifically, randomly shifted…”
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Fast random field generation with H-matrices by Feischl, Michael, Kuo, Frances Y., Sloan, Ian H.

“…We use the H -matrix technology to compute the approximate square root of a covariance matrix in linear cost. This allows us to generate normal and log-normal…”
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Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration by Guth, Philipp A., Kaarnioja, Vesa, Kuo, Frances Y., Schillings, Claudia, Sloan, Ian H.

“…We study the application of a tailored quasi-Monte Carlo (QMC) method to a class of optimal control problems subject to parabolic partial differential equation…”
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Approximation on the sphere using radial basis functions plus polynomials by Sloan, Ian H., Sommariva, Alvise

“…In this paper we analyse a hybrid approximation of functions on the sphere by radial basis functions combined with polynomials, with the radial basis functions…”
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Inf-sup condition for spherical polynomials and radial basis functions on spheres by Sloan, Ian H., Wendland, Holger

“…Interpolation by radial basis functions and interpolation by polynomials are both popular methods for function reconstruction from discrete data given on…”
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On Filtered Polynomial Approximation on the Sphere by Wang, Heping, Sloan, Ian H.

“…This paper considers filtered polynomial approximations on the unit sphere S d ⊂ R d + 1 , obtained by truncating smoothly the Fourier series of an integrable…”
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Uncertainty quantification for random domains using periodic random variables by Hakula, Harri, Harbrecht, Helmut, Kaarnioja, Vesa, Kuo, Frances Y., Sloan, Ian H.

“…We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use…”
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Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification by Kaarnioja, Vesa, Kazashi, Yoshihito, Kuo, Frances Y., Nobile, Fabio, Sloan, Ian H.

“…This paper deals with the kernel-based approximation of a multivariate periodic function by interpolation at the points of an integration lattice—a setting…”
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Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory by Hartung, Tobias, Jansen, Karl, Kuo, Frances Y., Leövey, Hernan, Nuyens, Dirk, Sloan, Ian H.

“…•Recursive integration strategies independent of the number of integration variables are proposed.•We show lattice based cubature methods that can improve…”
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Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients by Graham, Ivan G., Kuo, Frances Y., Nuyens, Dirk, Scheichl, Rob, Sloan, Ian H.

“…In a previous paper (Graham et al. in J Comput Phys 230:3668–3694, 2011 ), the authors proposed a new practical method for computing expected values of…”
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The ANOVA decomposition of a non-smooth function of infinitely many variables can have every term smooth by GRIEBEL, MICHAEL, KUO, FRANCES Y., SLOAN, IAN H.

“…The pricing problem for a continuous path-dependent option results in a path integral which can be recast into an infinite-dimensional integration problem. We…”
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Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction by Wang, Xiaoqun, Sloan, Ian H.

“…Quasi-Monte Carlo (QMC) methods are playing an increasingly important role in the pricing of complex financial derivatives. For models in which the prices of…”
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Radial basis function approximation of noisy scattered data on the sphere by Hesse, Kerstin, Sloan, Ian H., Womersley, Robert S.

“…In this paper we consider the approximation of noisy scattered data on the sphere by radial basis functions generated by a strictly positive definite kernel…”
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Correction to: Fast random field generation with H-matrices by Feischl, Michael, Kuo, Frances Y., Sloan, Ian H.

“…The corrected version states the parameter range as p  ∈ 2ℕ instead of p  ∈ ℕ. The effect is to disallow non-smooth norms such as the ℓ 1 -norm for the…”
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Multivariate integration for analytic functions with Gaussian kernels by KUO, FRANCES Y., SLOAN, IAN H., WOŹNIAKOWSKI, HENRYK

“…We study multivariate integration of analytic functions defined on ℝ𝑑. These functions are assumed to belong to a reproducing kernel Hilbert space whose…”
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Periodization strategy may fail in high dimensions by Kuo, Frances Y., Sloan, Ian H., Woźniakowski, Henryk

“…We discuss periodization of smooth functions f of d variables for approximation of multivariate integrals. The benefit of periodization is that we may use…”
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Riemann Localisation on the Sphere by Wang, Yu Guang, Sloan, Ian H., Womersley, Robert S.

“…This paper first shows that the Riemann localisation property holds for the Fourier-Laplace series partial sum for sufficiently smooth functions on the…”
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