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math.NA2019
Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
Markus Bachmayr, Ivan G. Graham, Van Kien Nguyen +1
The periodization of a stationary Gaussian random field on a sufficiently large torus comprising the spatial domain of interest is the basis of various efficient computational meth…
math.NA2019
Full Error Analysis and Uncertainty Quantification for the Heterogeneous Transport Equation in Slab Geometry
Ivan G. Graham, Matthew J. Parkinson, Robert Scheichl
We present an analysis of multilevel Monte Carlo techniques for the forward problem of uncertainty quantification for the radiative transport equation, when the coefficients ({\em…
math.NA2019
Bounding the spectral gap for an elliptic eigenvalue problem with uniformly bounded stochastic coefficients
Alexander D. Gilbert, Ivan G. Graham, Robert Scheichl +1
A key quantity that occurs in the error analysis of several numerical methods for eigenvalue problems is the distance between the eigenvalue of interest and the next nearest eigenv…