7 papers
Goal-Oriented Adaptive Finite Element Multilevel Quasi-Monte Carlo
Joakim Beck, Yang Liu, Erik von Schwerin +1
The efficient approximation of quantities of interest derived from PDEs with lognormal diffusivity is a central challenge in uncertainty quantification. This paper targets a proble…
Quasi-Monte Carlo with a Hankel random digital net
Takashi Goda, Yang Liu, Raúl Tempone
This paper proposes a new randomized design of digital nets in which the generating matrices are chosen to be random Hankel matrices. Compared with previous randomized designs of d…
A concurrent global-local numerical method for multiscale parabolic equations
Yulei Liao, Yang Liu, Pingbing Ming
This paper presents a concurrent global-local numerical method for solving multiscale parabolic equations in divergence form. The proposed method employs hybrid coefficient to prov…
A GPU-boosted high-performance multi-working condition joint analysis framework for predicting dynamics of textured axial piston pump
Xin Yao, Yang Liu, Jin Jiang +6
Accurate simulation to dynamics of axial piston pump (APP) is essential for its design, manufacture and maintenance. However, limited by computation capacity of CPU device and trad…
Affine matrix scrambling achieves smoothness-dependent convergence rates
Yang Liu
We study the convergence rate of the median estimator for affine matrix scrambled digital nets applied to integrands over the unit hypercube . By taking the median of $(2…
Randomized quasi-Monte Carlo and Owen's boundary growth condition: A spectral analysis
Yang Liu
In this work, we analyze the convergence rate of randomized quasi-Monte Carlo (RQMC) methods under Owen's boundary growth condition [Owen, 2006] via spectral analysis. Specifically…