Dodwell, T. J.; Ketelsen, C.; Scheichl, R.; Teckentrup, A. L. Multilevel Markov chain Monte Carlo. (English) Zbl 1432.65008 SIAM Rev. 61, No. 3, 509-545 (2019). Reviewer: Jichun Li (Las Vegas) MSC: 65C05 35R60 62F15 62M05 65C40 65N30 65N75 76S05 × Cite Format Result Cite Review PDF Full Text: DOI
Dolgov, Sergey; Scheichl, Robert A hybrid alternating least squares-TT-cross algorithm for parametric PDEs. (English) Zbl 1418.65170 SIAM/ASA J. Uncertain. Quantif. 7, 260-291 (2019). MSC: 65N30 65F30 15A69 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Graham, Ivan G.; Kuo, Frances Y.; Nuyens, Dirk; Scheichl, Rob; Sloan, Ian H. Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients. (English) Zbl 1417.65203 Numer. Math. 140, No. 2, 479-511 (2018). MSC: 65N30 60G10 60G60 65C05 65C60 35Q86 65D32 35R60 65N12 65N15 65N50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv OA License
Katsiolides, Grigoris; Müller, Eike H.; Scheichl, Robert; Shardlow, Tony; Giles, Michael B.; Thomson, David J. Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling. (English) Zbl 1380.65012 J. Comput. Phys. 354, 320-343 (2018). MSC: 65C05 86A10 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kuo, Frances Y.; Scheichl, Robert; Schwab, Christoph; Sloan, Ian H.; Ullmann, Elisabeth Multilevel quasi-Monte Carlo methods for lognormal diffusion problems. (English) Zbl 1368.65005 Math. Comput. 86, No. 308, 2827-2860 (2017). MSC: 65C05 60J60 65N30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Scheichl, R.; Stuart, A. M.; Teckentrup, A. L. Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems. (English) Zbl 1516.65118 SIAM/ASA J. Uncertain. Quantif. 5, 493-518 (2017). MSC: 65N21 65N30 65C05 62F15 62M40 65N12 65Y20 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dodwell, T. J.; Ketelsen, C.; Scheichl, R.; Teckentrup, A. L. A hierarchical multilevel Markov chain Monte Carlo algorithm with applications to uncertainty quantification in subsurface flow. (English) Zbl 1330.65007 SIAM/ASA J. Uncertain. Quantif. 3, 1075-1108 (2015); erratum ibid. 7, 1398-1399 (2019). MSC: 65C05 35R60 62F15 62M05 65N30 65N75 76M10 76S05 65C40 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Graham, I. G.; Kuo, F. Y.; Nichols, J. A.; Scheichl, R.; Schwab, Ch.; Sloan, I. H. Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients. (English) Zbl 1341.65003 Numer. Math. 131, No. 2, 329-368 (2015). Reviewer: Jaromir Antoch (Praha) MSC: 65C30 60H15 60H35 35R60 35J25 65N30 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Teckentrup, A. L.; Scheichl, R.; Giles, M. B.; Ullmann, E. Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. (English) Zbl 1306.65009 Numer. Math. 125, No. 3, 569-600 (2013). MSC: 65C30 65C05 60H15 60H35 35R60 65N15 65N30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv