most citedA quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty

7 citations · 7 across the 2 of their papers we have counts for

collaborators

6 papers

math.NA2020

Lattice meets lattice: Application of lattice cubature to models in lattice gauge theory

Tobias Hartung, Karl Jansen, Frances Y. Kuo +3

High dimensional integrals are abundant in many fields of research including quantum physics. The aim of this paper is to develop efficient recursive strategies to tackle a class o…

math.NA2020

Quasi-Monte Carlo finite element analysis for wave propagation in heterogeneous random media

M. Ganesh, Frances Y. Kuo, Ian H. Sloan

We propose and analyze a quasi-Monte Carlo (QMC) algorithm for efficient simulation of wave propagation modeled by the Helmholtz equation in a bounded region in which the refractiv…

math.NA20197 cited

A quasi-Monte Carlo Method for an Optimal Control Problem Under Uncertainty

Philipp A. Guth, Vesa Kaarnioja, Frances Y. Kuo +2

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a…

math.NA2019

Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights

Ronald Cools, Frances Y. Kuo, Dirk Nuyens +1

In a recent paper by the same authors, we provided a theoretical foundation for the component-by-component (CBC) construction of lattice algorithms for multivariate approxima…

math.NA2019

Function integration, reconstruction and approximation using rank-1 lattices

Frances Y. Kuo, Giovanni Migliorati, Fabio Nobile +1

We consider rank-1 lattices for integration and reconstruction of functions with series expansion supported on a finite index set. We explore the connection between the periodic Fo…

math.NA2019

Uncertainty quantification using periodic random variables

Vesa Kaarnioja, Frances Y. Kuo, Ian H. Sloan

Many studies in uncertainty quantification have been carried out under the assumption of an input random field in which a countable number of independent random variables are each…