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math.NA2022
Numerical weighted integration of functions having mixed smoothness
Dinh Dũng
We investigate the approximation of weighted integrals over for integrands from weighted Sobolev spaces of mixed smoothness. We prove upper and lower bounds of the c…
math.NA2022
Optimal numerical integration and approximation of functions on equipped with Gaussian measure
Dinh Dũng, Van Kien Nguyen
We investigate the numerical approximation of integrals over equipped with the standard Gaussian measure for integrands belonging to the Gaussian-weighted Sobole…
math.NA2022★ 3 cited
Analyticity and sparsity in uncertainty quantification for PDEs with Gaussian random field inputs
Dinh Dũng, Van Kien Nguyen, Christoph Schwab +1
We establish sparsity and summability results for coefficient sequences of Wiener-Hermite polynomial chaos expansions of countably-parametric solutions of linear elliptic and parab…