3 papers
math.NA2025
Reduced digital nets
Vishnupriya Anupindi, Peter Kritzer
In the recent papers ``The fast reduced QMC matrix-vector product'' (J. Comput. Appl. Math. 440, 115642, 2024) and ``Column reduced digital nets'' (submitted), it was proposed to u…
math.OC2024
Quasi-Monte Carlo integration for feedback control under uncertainty
Philipp A. Guth, Peter Kritzer, Karl Kunisch
A control in feedback form is derived for linear quadratic, time-invariant optimal control problems subject to parabolic partial differential equations with coefficients depending…
math.NA2024
Column reduced digital nets
Vishnupriya Anupindi, Peter Kritzer
Digital nets provide an efficient way to generate integration nodes of quasi-Monte Carlo (QMC) rules. For certain applications, as e.g. in Uncertainty Quantification, we are intere…