Repository: Freie Universität Berlin, Math Department

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Number of items: 7.

Article

Kaarnioja, Vesa and Sloan, Ian H. (2025) Doubling the rate: improved error bounds for orthogonal projection with application to interpolation. To appear in BIT Numerical Mathematics, 2025. BIT Numerical Mathematics, 65 (10).

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. Monte Carlo and Quasi-Monte Carlo Methods, 460 . pp. 81-103. ISSN 978-3-031-59761-9

Guth, Philipp A. and Kaarnioja, Vesa and Kuo, Frances Y. and Schillings, Claudia and Sloan, Ian H. (2024) Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration. Numerische Mathematik, 156 . pp. 565-608.

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.

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 .

Sloan, Ian H. and Kaarnioja, Vesa Doubling the rate – improved error bounds for orthogonal projection in Hilbert spaces. arXiv . (Submitted)

Book Section

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 Proceedings in Mathematics & Statistics, 460 (460). Springer Verlag, pp. 81-103. ISBN 978-3-031-59761-9

This list was generated on Sun Feb 23 08:01:41 2025 CET.