142 citations · 696 across the 46 of their papers we have counts for
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math.NA2015
Multilevel Quasi-Monte Carlo Methods for Lognormal Diffusion Problems
Frances Y. Kuo, Robert Scheichl, Christoph Schwab +2
In this paper we present a rigorous cost and error analysis of a multilevel estimator based on randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion proble…
math.NA2015
Fast QMC matrix-vector multiplication
Josef Dick, Frances Y. Kuo, Quoc T. Le Gia +1
Quasi-Monte Carlo (QMC) rules can be used to approximate integrals of the form $\int_{[0,1]^s} f(\boldsymbol{y} A) \,\mathrm{d} \boldsy…
math.NA2015★ 7 cited
Compressive Space-Time Galerkin Discretizations of Parabolic Partial Differential Equations
Stig Larsson, Christoph Schwab
We study linear parabolic initial-value problems in a space-time variational formulation based on fractional calculus. This formulation uses "time derivatives of order one half" on…