3 citations · 7 across the 7 of their papers we have counts for
9 papers
Median randomized quasi-Monte Carlo for nested integration
Arved Bartuska, Yang Liu, Raúl Tempone
Nested integrals where and $\boldsymbo…
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 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…
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…
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…
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…
Integrability of weak mixed first-order derivatives and convergence rates of scrambled digital nets
Yang Liu
We consider the integrability of weak mixed first-order derivatives of the integrand and study convergence rates of scrambled digital nets. We show that the generalized Vital…
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…
Nonasymptotic Convergence Rate of Quasi-Monte Carlo: Applications to Linear Elliptic PDEs with Lognormal Coefficients and Importance Samplings
Yang Liu, Raúl Tempone
This study analyzes the nonasymptotic convergence behavior of the quasi-Monte Carlo (QMC) method with applications to linear elliptic partial differential equations (PDEs) with log…