Yoshihito Kazashi

CoRR, 2024

Multigrid Monte Carlo Revisited: Theory and Bayesian Inference.

[BibT_eX]

[DOI]

Eike H. Müller

Robert Scheichl

CoRR, 2024

How sharp are error bounds? -lower bounds on quadrature worst-case errors for analytic functions.

[BibT_eX]

[DOI]

Ken'ichiro Tanaka

CoRR, 2024

2023

Suboptimality of Gauss-Hermite Quadrature and Optimality of the Trapezoidal Rule for Functions with Finite Smoothness.

[BibT_eX]

[DOI]

Yuya Suzuki

SIAM J. Numer. Anal., June, 2023

Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions.

[BibT_eX]

[DOI]

SIAM J. Numer. Anal., April, 2023

Randomizing the trapezoidal rule gives the optimal RMSE rate in Gaussian Sobolev spaces.

[BibT_eX]

[DOI]

Yuya Suzuki

Math. Comput., 2023

Dynamically Orthogonal Approximation for Stochastic Differential Equations.

[BibT_eX]

[DOI]

Fabio Zoccolan

CoRR, 2023

2022

Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification.

[BibT_eX]

[DOI]

Numerische Mathematik, 2022

Sub-optimality of Gauss-Hermite quadrature and optimality of trapezoidal rule for functions with finite smoothness.

[BibT_eX]

[DOI]

Yuya Suzuki

CoRR, 2022

2021

Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations.

[BibT_eX]

[DOI]

Eva Vidlicková

Numerische Mathematik, 2021

2020

Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval.

[BibT_eX]

[DOI]

CoRR, 2020

2019

A non-uniform discretization of stochastic heat equations with multiplicative noise on the unit sphere.

[BibT_eX]

[DOI]

Quoc Thong Le Gia

J. Complex., 2019

2018

A fully discretised filtered polynomial approximation on spherical shells.

[BibT_eX]

[DOI]