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math.NA2026
Optimized multilevel Monte Carlo methods in Banach spaces
Kristin Kirchner, Fabio Nobile, Christoph Schwab +1
We present a theoretical and numerical analysis of Monte Carlo methods for the estimation of statistical moments of random variables taking values in a Banach sp…
math.NA2026
Low-rank solutions to a class of parametrized systems using Riemannian optimization
Marco Sutti, Tommaso Vanzan
We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form for multiple pa…