Generalized Dimension Truncation Error Analysis for High-Dimensional Numerical Integration: Lognormal Setting and Beyond-Reference-Cited by-同舟云学术

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Generalized Dimension Truncation Error Analysis for High-Dimensional Numerical Integration: Lognormal Setting and Beyond

Published:2024-03-28 Issue:2 Volume:62 Page:872-892
ISSN:0036-1429
Container-title:SIAM Journal on Numerical Analysis
language:en
Short-container-title:SIAM J. Numer. Anal.

Author:

Guth Philipp A.¹,Kaarnioja Vesa²

Affiliation:

1. Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences, Altenbergerstraße 69, A-4040 Linz, Austria.

2. Department of Mathematics and Computer Science, Free University of Berlin, Arnimallee 6, 14195, Berlin, Germany.

Funder

Deutsche Forschungsgemeinschaft

University of New South Wales

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Reference38 articles.

1. Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients

2. Convergence Rates of Best N-term Galerkin Approximations for a Class of Elliptic sPDEs

3. Besov priors for Bayesian inverse problems

4. Nonlinear approximation

5. Higher order Quasi-Monte Carlo integration for Bayesian PDE Inversion

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. One-Shot Learning of Surrogates in PDE-Constrained Optimization under Uncertainty;SIAM/ASA Journal on Uncertainty Quantification;2024-06-12

2. Application of Dimension Truncation Error Analysis to High-Dimensional Function Approximation in Uncertainty Quantification;Springer Proceedings in Mathematics & Statistics;2024

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