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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

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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…