Repository: Freie Universität Berlin, Math Department

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Number of items: 8.

2024

Guth, Philipp A. and Kaarnioja, Vesa (2024) Application of dimension truncation error analysis to high-dimensional function approximation To appear in: 2022. Springer Verlag, 2024. In: Monte Carlo and Quasi-Monte Carlo Methods. Springer Verlag. (Submitted)

Guth, Philipp A. and Kaarnioja, Vesa (2024) Generalized dimension truncation error analysis for high-dimensional numerical integration: lognormal setting and beyond. to appear in SIAM Journal on Numerical Analysis . (Submitted)

Kaarnioja, Vesa and Kuo, Frances Y. and Sloan, Ian H. (2024) Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions. In: Monte Carlo and Quasi-Monte Carlo Methods 2022. Springer Verlag. (Submitted)

Kaarnioja, Vesa and Rupp, Andreas (2024) Quasi-Monte Carlo and discontinuous Galerkin. arXiv . (Submitted)

Guth, Philipp A. and Kaarnioja, Vesa (2024) Uncertainty quantification for random domains using periodic random variables. Numerische Mathematik, 156 . pp. 273-317.

2022

Guth, Philipp A. and Kaarnioja, Vesa and Kuo, Frances Y. and Sloan, Ian H. (2022) Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration. arXiv preprint arXiv:2208.02767 . (Submitted)

2021

Guth, Philipp A. and Kaarnioja, Vesa and Kuo, Frances Y. and Schillings, Claudia and Sloan, Ian H. (2021) A Quasi-Monte Carlo Method for Optimal Control Under Uncertainty. SIAM/ASA Journal on Uncertainty Quantification, 9 (2). pp. 354-383.

2019

Guth, Philipp A. and Kaarnioja, Vesa and Kuo, Frances Y. and Schillings, Claudia and Sloan, Ian H. (2019) A quasi-Monte Carlo method for an optimal control problem under uncertainty. ArXiv .

This list was generated on Sat Dec 21 16:38:26 2024 CET.