AbstractIn the first part a special class of partial differential equations is considered. An approximative solution is worked out by a quasi Monte Carlo method based on good lattice points. In the second part a spherical analogue is discussed
If n points are independently and uniformly distributed in a large rectangular parallelepiped, A in ...
I first discuss the current theory of getting dimension independent convergence in approximating hig...
We present a practical view on solving parameterised PDE problems using quasi-Monte Carlo methods. W...
A new general stochastic-deterministic approach for a numerical solution of boundary value problems ...
We introduce the basics of the Monte Carlo method that allows computing areas and definite integral...
In this paper quasi-Monte Carlo (QMC) methods are applied to a class of elliptic partial differentia...
We devise and implement quasi-Monte Carlo methods for computing the expectations of nonlinear functi...
In this paper, the random finite difference method with three points is used in solving random parti...
Random Walk on Spheres method for solving some 2D and 3D boundary value problems of elasticity theor...
The Random Walk on Fixed Spheres (RWFS) introduced in our previous paper is presented in details for...
This thesis provides the theoretical foundation for the component-by-component (CBC) construction of...
The Monte Carlo Methods have been applied with great success to the solution of electromagnetic prob...
AbstractIn this paper, the random finite difference method with three points is used in solving rand...
International audienceWe overview a series of recent works addressing numerical simulations of parti...
This article provides a high-level overview of some recent works on the application of quasi-Monte C...
If n points are independently and uniformly distributed in a large rectangular parallelepiped, A in ...
I first discuss the current theory of getting dimension independent convergence in approximating hig...
We present a practical view on solving parameterised PDE problems using quasi-Monte Carlo methods. W...
A new general stochastic-deterministic approach for a numerical solution of boundary value problems ...
We introduce the basics of the Monte Carlo method that allows computing areas and definite integral...
In this paper quasi-Monte Carlo (QMC) methods are applied to a class of elliptic partial differentia...
We devise and implement quasi-Monte Carlo methods for computing the expectations of nonlinear functi...
In this paper, the random finite difference method with three points is used in solving random parti...
Random Walk on Spheres method for solving some 2D and 3D boundary value problems of elasticity theor...
The Random Walk on Fixed Spheres (RWFS) introduced in our previous paper is presented in details for...
This thesis provides the theoretical foundation for the component-by-component (CBC) construction of...
The Monte Carlo Methods have been applied with great success to the solution of electromagnetic prob...
AbstractIn this paper, the random finite difference method with three points is used in solving rand...
International audienceWe overview a series of recent works addressing numerical simulations of parti...
This article provides a high-level overview of some recent works on the application of quasi-Monte C...
If n points are independently and uniformly distributed in a large rectangular parallelepiped, A in ...
I first discuss the current theory of getting dimension independent convergence in approximating hig...
We present a practical view on solving parameterised PDE problems using quasi-Monte Carlo methods. W...