79 citations · 258 across the 61 of their papers we have counts for
6 papers · 1 filter
Robust spectral preconditioning for high-Péclet number convection-diffusion
Lukas Holbach, Peter Bastian, Robert Scheichl
We introduce a two-level hybrid restricted additive Schwarz (RAS) preconditioner for heterogeneous steady-state convection-diffusion equations at high Péclet numbers. Our construct…
Optimal Spectral Approximation in the Overlaps for Generalized Finite Element Methods
Christian Alber, Peter Bastian, Moritz Hauck +1
In this paper, we study a generalized finite element method for solving second-order elliptic partial differential equations with rough coefficients. The method uses local approxim…
A Budgeted Multi-Level Monte Carlo Method for Full Field Estimates of Multi-PDE Problems
Niklas Baumgarten, Robert Kutri, Robert Scheichl
We present a high-performance budgeted multi-level Monte Carlo method for estimates on the entire spatial domain of multi-PDE problems with random input data. The method is designe…
Statistical parameter identification of mixed-mode patterns from a single experimental snapshot
Alexey Kazarnikov, Robert Scheichl, Irving R. Epstein +2
Parameter identification in pattern formation models from a single experimental snapshot is challenging, as traditional methods often require knowledge of initial conditions or tra…
Exploiting Inexact Computations in Multilevel Monte Carlo and Other Sampling Methods
Josef Martínek, Erin Carson, Robert Scheichl
Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standa…
Subspace accelerated measure transport methods for fast and scalable sequential experimental design, with application to photoacoustic imaging
Tiangang Cui, Karina Koval, Roland Herzog +1
We propose a novel approach for sequential optimal experimental design (sOED) for Bayesian inverse problems involving expensive models with high-dimensional unknown parameters. Thi…