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Found 144 Documents (Results 1–100)

Efficient evaluation of expectations of functions of a stable Lévy process and its extremum. arXiv:2209.12349

Preprint, arXiv:2209.12349 [math.PR] (2022).
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A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients. (English) Zbl 1497.65192

Bungartz, Hans-Joachim (ed.) et al., Sparse grids and applications – Munich 2018. Selected papers based on the presentations at the fifth workshop, SGA2018, Munich, Germany, July 23–27, 2018. Cham: Springer. Lect. Notes Comput. Sci. Eng. 144, 127-159 (2021).
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Surrogate-based ensemble grouping strategies for embedded sampling-based uncertainty quantification. (English) Zbl 1455.62158

D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 41-66 (2020).
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A compressive spectral collocation method for the diffusion equation under the restricted isometry property. (English) Zbl 1455.62186

D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 15-40 (2020).
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MFS-fading regularization method for inverse BVPs in anisotropic heat conduction. (English) Zbl 1452.65212

Alves, Carlos (ed.) et al., Advances in Trefftz methods and their applications. Selected papers based on the presentations at the 9th conference on Trefftz methods and 5th conference on method of fundamental solutions, Lisbon, Portugal, July 29–31, 2019. Cham: Springer. SEMA SIMAI Springer Ser. 23, 121-138 (2020).
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Radial basis function approximation method for pricing of basket options under jump diffusion model. (English) Zbl 1427.91298

Radu, Florin Adrian (ed.) et al., Numerical mathematics and advanced applications. ENUMATH 2017. Selected papers based on the presentations at the European conference, Bergen, Norway, September 25–29, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 126, 103-112 (2018).
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Multilevel adaptive stochastic collocation with dimensionality reduction. (English) Zbl 1408.65072

Garcke, Jochen (ed.) et al., Sparse grids and applications – Miami 2016. Proceeding of the 4th workshop, SGA, Miami, FL, USA, October 4–7, 2016. Cham: Springer. Lect. Notes Comput. Sci. Eng. 123, 43-68 (2018).
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Uncertainty qualification for hyperbolic systems of conservation laws. (English) Zbl 1368.65205

Abgrall, Rémi (ed.) et al., Handbook on numerical methods for hyperbolic problems. Applied and modern issues. Amsterdam: Elsevier/North Holland (ISBN 978-0-444-63910-3/hbk; 978-0-444-63911-0/ebook). Handbook of Numerical Analysis 18, 507-544 (2017).
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Adjoint error estimation for stochastic collocation methods. (English) Zbl 1316.65013

Garcke, Jochen (ed.) et al., Sparse grids and applications – Munich 2012. Proceedings of the 2nd workshop, SGA 2012, Munich, Germany, July 2–6, 2012. Cham: Springer (ISBN 978-3-319-04536-8/hbk; 978-3-319-04537-5/ebook). Lecture Notes in Computational Science and Engineering 97, 271-293 (2014).
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An adaptive wavelet stochastic collocation method for irregular solutions of partial differential equations with random input data. (English) Zbl 1316.65011

Garcke, Jochen (ed.) et al., Sparse grids and applications – Munich 2012. Proceedings of the 2nd workshop, SGA 2012, Munich, Germany, July 2–6, 2012. Cham: Springer (ISBN 978-3-319-04536-8/hbk; 978-3-319-04537-5/ebook). Lecture Notes in Computational Science and Engineering 97, 137-170 (2014).
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