activity
20032023
most citedIsotropic Gaussian random fields on the sphere: Regularity, fast simulation and stochastic partial differential equations

142 citations · 696 across the 46 of their papers we have counts for

collaborators

50 papers

math.AP2023

Weighted analytic regularity for the integral fractional Laplacian in polyhedra

Markus Faustmann, Carlo Marcati, Jens Markus Melenk +1

On polytopal domains in , we prove weighted analytic regularity of solutions to the Dirichlet problem for the integral fractional Laplacian with analytic right-hand s…

math.NA2023

Multilevel Monte Carlo FEM for Elliptic PDEs with Besov Random Tree Priors

Christoph Schwab, Andreas Stein

We develop a multilevel Monte Carlo (MLMC)-FEM algorithm for linear, elliptic diffusion problems in polytopal domain , with Besov-tree random coeffic…

math.NA2023

A-posteriori QMC-FEM error estimation for Bayesian inversion and optimal control with entropic risk measure

Marcello Longo, Christoph Schwab, Andreas Stein

We propose a novel a-posteriori error estimation technique where the target quantities of interest are ratios of high-dimensional integrals, as occur e.g. in PDE constrained Bayesi…

math.NA2022

Multilevel Domain Uncertainty Quantification in Computational Electromagnetics

Rubén Aylwin, Carlos Jerez-Hanckes, Christoph Schwab +1

We continue our study [Domain Uncertainty Quantification in Computational Electromagnetics, JUQ (2020), 8:301--341] of the numerical approximation of time-harmonic electromagnetic…

math.NA2022

Monte Carlo convergence rates for th moments in Banach spaces

Kristin Kirchner, Christoph Schwab

We formulate standard and multilevel Monte Carlo methods for the th moment of a Banach space valued random variable , interpreted as…

math.NA2022

Multiresolution kernel matrix algebra

H. Harbrecht, M. Multerer, O. Schenk +1

We propose a sparse algebra for samplet compressed kernel matrices, to enable efficient scattered data analysis. We show the compression of kernel matrices by means of samplets pro…