15 citations · 34 across the 19 of their papers we have counts for
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Uncertainty quantification for random domains using periodic random variables
Harri Hakula, Helmut Harbrecht, Vesa Kaarnioja +2
We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently in…
Generalized dimension truncation error analysis for high-dimensional numerical integration: lognormal setting and beyond
Philipp A. Guth, Vesa Kaarnioja
Partial differential equations (PDEs) with uncertain or random inputs have been considered in many studies of uncertainty quantification. In forward uncertainty quantification, one…
Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration
Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo +2
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 (PDE) constraints un…
Quasi-Monte Carlo and discontinuous Galerkin
Vesa Kaarnioja, Andreas Rupp
In this study, we consider the development of tailored quasi-Monte Carlo (QMC) cubatures for non-conforming discontinuous Galerkin (DG) approximations of elliptic partial different…