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Richardson Extrapolation of Polynomial Lattice Rules

  • Published:2019-01 Issue:1 Volume:57 Page:44-69
  • ISSN:0036-1429
  • Container-title:SIAM Journal on Numerical Analysis
  • language:en
  • Short-container-title:SIAM J. Numer. Anal.

Author:

Dick Josef,Goda Takashi,Yoshiki Takehito

Funder

Australian Research Council

Core Research for Evolutional Science and Technology

Japan Society for the Promotion of Science

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Numerical Analysis,Applied Mathematics,Computational Mathematics

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2. A Universal Median Quasi-Monte Carlo Integration;SIAM Journal on Numerical Analysis;2024-02-16

3. A-Posteriori QMC-FEM Error Estimation for Bayesian Inversion and Optimal Control with Entropic Risk Measure;Springer Proceedings in Mathematics & Statistics;2024

4. Extrapolated Polynomial Lattice Rule Integration in Computational Uncertainty Quantification;SIAM/ASA Journal on Uncertainty Quantification;2022-06-29

5. Adaptive Quasi-Monte Carlo Finite Element Methods for Parametric Elliptic PDEs;Journal of Scientific Computing;2022-06-06
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