5 papers
Near-optimal approximation methods for elliptic PDEs with lognormal coefficients
Albert Cohen, Giovanni Migliorati
This paper studies numerical methods for the approximation of elliptic PDEs with lognormal coefficients of the form where and is a Gaussia…
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…
Multivariate approximation of functions on irregular domains by weighted least-squares methods
Giovanni Migliorati
We propose and analyse numerical algorithms based on weighted least squares for the approximation of a real-valued function on a general bounded domain . Giv…
Stable high-order randomized cubature formulae in arbitrary dimension
Giovanni Migliorati, Fabio Nobile
We propose and analyse randomized cubature formulae for the numerical integration of functions with respect to a given probability measure defined on a domain $Γ\subseteq \math…
Adaptive approximation by optimal weighted least squares methods
Giovanni Migliorati
Given any domain and a probability measure on , we study the problem of approximating in a given function , using its…