79 citations · 258 across the 61 of their papers we have counts for
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Multilevel Monte Carlo and Improved Timestepping Methods in Atmospheric Dispersion Modelling
Grigoris Katsiolides, Eike H. Müller, Robert Scheichl +3
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent tr…
Scheduling massively parallel multigrid for multilevel Monte Carlo methods
Björn Gmeiner, Daniel Drzisga, Ulrich Ruede +2
The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel…
Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems
R. Scheichl, A. M. Stuart, A. L. Teckentrup
We are interested in computing the expectation of a functional of a PDE solution under a Bayesian posterior distribution. Using Bayes' rule, we reduce the problem to estimating the…
Robust Numerical Upscaling of Elliptic Multiscale Problems at High Contrast
Daniel Peterseim, Robert Scheichl
We present a new approach to the numerical upscaling for elliptic problems with rough diffusion coefficient at high contrast. It is based on the localizable orthogonal decompositio…