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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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Showing 2012Show all

2 papers · 1 filter

math.PR2012★ 8 cited

Covariance structure of parabolic stochastic partial differential equations

Annika Lang, Stig Larsson, Christoph Schwab

In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, te…

math.NA2012

Complexity Analysis of Accelerated MCMC Methods for Bayesian Inversion

Viet Ha Hoang, Christoph Schwab, Andrew M. Stuart

We study Bayesian inversion for a model elliptic PDE with unknown diffusion coefficient. We provide complexity analyses of several Markov Chain-Monte Carlo (MCMC) methods for the e…