79 citations · 258 across the 61 of their papers we have counts for
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Mixed Finite Element Analysis of Lognormal Diffusion and Multilevel Monte Carlo Methods
Ivan G. Graham, Robert Scheichl, Elisabeth Ullmann
This work is motivated by the need to develop efficient tools for uncertainty quantification in subsurface flows associated with radioactive waste disposal studies. We consider sin…
Regularity for Maxwell eigenproblems in photonic crystal fibre modelling
Monique Dauge, Richard A. Norton, Robert Scheichl
The convergence behaviour and the design of numerical methods for modelling the flow of light in photonic crystal fibres depend critically on an understanding of the regularity of…
An Euler-Poisson Scheme for Lévy driven SDEs
Albert Ferreiro-Castilla, Andreas E Kyprianou, Robert Scheichl
We describe an Euler scheme to approximate solutions of Lévy driven Stochastic Differential Equations (SDE) where the grid points are random and given by the arrival times of a Poi…
Massively parallel solvers for elliptic PDEs in Numerical Weather- and Climate Prediction
Eike H. Mueller, Robert Scheichl
The demand for substantial increases in the spatial resolution of global weather- and climate- prediction models makes it necessary to use numerically efficient and highly scalable…
A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow
T. J. Dodwell, C. Ketelsen, R. Scheichl +1
In this paper we address the problem of the prohibitively large computational cost of existing Markov chain Monte Carlo methods for large--scale applications with high dimensional…
Matrix-free GPU implementation of a preconditioned conjugate gradient solver for anisotropic elliptic PDEs
Eike Mueller, Xu Guo, Robert Scheichl +1
Many problems in geophysical and atmospheric modelling require the fast solution of elliptic partial differential equations (PDEs) in "flat" three dimensional geometries. In partic…