High-Order QMC-PG Discretization of countably-parametric, nonlinear operator equations

Speaker: 

Christoph Schwab

Affiliation: 

SAM, ETH Zurich

Date: 

Tue, 17/02/2015 - 11:05am to 11:55am

Venue: 

RC-4082, The Red Centre, UNSW

Abstract: 

We survey recent results on high order QMC integration rules for direct and inverse problems of countably-parametric operator equations  with smooth parametric dependence.

We discuss aspects on their implementation and present first results on their computational performance, indicating in particular convergence rates 
independent of the dimension up to order four are feasible.

Joint work with Dick, Kuo, LeGia (UNSW), Nuyens (Leuven), Sloan (UNSW) and R. Gantner (ETH).

School Seminar Series: