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math.NA2024
High-order QMC nonconforming FEMs for nearly incompressible planar stochastic elasticity equations
J. Dick, T. Le Gia, W. McLean +2
In a recent work (Dick et al, arXiv:2310.06187), we considered a linear stochastic elasticity equation with random Lamé parameters which are parameterized by a countably infinite n…
math.NA2023
The fast reduced QMC matrix-vector product
Josef Dick, Adrian Ebert, Lukas Herrmann +2
We study the approximation of integrals , where is a matrix, by quasi-Monte Carlo (QMC) rules $N^{-1} \sum_{k=0}^{…
math.NA2023
Quasi-Monte Carlo methods for mixture distributions and approximated distributions via piecewise linear interpolation
Tiangang Cui, Josef Dick, Friedrich Pillichshammer
We study numerical integration over bounded regions in with respect to some probability measure. We replace random sampling with quasi-Monte Carlo methods, wh…