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Research Output 2002 2019

2019
1 Citation (Scopus)
11 Downloads (Pure)
Open Access
File
Tensors
Maximum entropy methods
Probability density function
Mathematical operators
Decomposition

Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients

Gilbert, A. D., Graham, I. G., Kuo, F. Y., Scheichl, R. & Sloan, I. H., 1 Aug 2019, In : Numerische Mathematik. 142, 4, p. 863-915 53 p.

Research output: Contribution to journalArticle

Tensor Decomposition
Multivariate Distribution
Rejection
Probability Distribution
Tensor

Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies

Detommaso, G., Dodwell, T. & Scheichl, R., 15 Jan 2019, In : SIAM/ASA Journal on Uncertainty Quantification. 7, 1, p. 93-116 24 p.

Research output: Contribution to journalArticle

2018
4 Citations (Scopus)
15 Downloads (Pure)

Analysis of circulant embedding methods for sampling stationary random fields

Graham, I. G., Kuo, F. Y., Nuyens, D., Scheichl, R. & Sloan, I. H., 2018, In : SIAM Journal on Numerical Analysis (SINUM). 56, 3, p. 1871-1895 25 p.

Research output: Contribution to journalArticle

Open Access
File
Random Field
Regular hexahedron
Positive Definiteness
Circulant Matrix
Correlation Length

A Stein variational Newton method

Detommaso, G., Cui, T., Marzouk, Y., Spantini, A. & Scheichl, R., 8 Jun 2018, (Accepted/In press) Advances in Neural Information Processing Systems (NIPS) 2018.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients

Graham, I., Kuo, F. Y., Nuyens, D., Scheichl, R. & Sloan, I. H., 1 Oct 2018, In : Numerische Mathematik. 140, 2, p. 479-511 33 p.

Research output: Contribution to journalArticle

Open Access
Quasi-Monte Carlo
Elliptic PDE
Monte Carlo methods
Random Field
Sampling
1 Citation (Scopus)

Dune-composites – A new framework for high-performance finite element modelling of laminates

Reinarz, A., Dodwell, T., Fletcher, T., Seelinger, L., Butler, R. & Scheichl, R., 15 Jan 2018, In : Composite Structures. 184, p. 269-278 10 p.

Research output: Contribution to journalArticle

Open Access
Laminates
Composite materials
Aircraft models
Innovation
Finite element method
2 Citations (Scopus)

Modern Monte Carlo variants for uncertainty quantification in neutron transport

Graham, I. G., Parkinson, M. J. & Scheichl, R., 23 May 2018, Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan. Springer International Publishing, p. 455-481 27 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

2 Citations (Scopus)
15 Downloads (Pure)
Numerical methods
Ashes
Monte Carlo method
Differential equations
Monte Carlo methods
2 Citations (Scopus)
15 Downloads (Pure)

Multilevel Monte Carlo and Improved Timestepping Methods in Atmospheric Dispersion Modelling

Katsiolides, G., Müller, E. H., Scheichl, R., Shardlow, T., Giles, M. B. & Thomson, D. J., 1 Feb 2018, In : Journal of Computational Physics. 354, p. 320-343 24 p.

Research output: Contribution to journalArticle

Open Access
File
Numerical methods
Ashes
Monte Carlo method
Differential equations
Monte Carlo methods
2017
1 Citation (Scopus)

Customized coarse models for highly heterogeneous materials

Dodwell, T. J., Sandhu, A. & Scheichl, R., 2017, Bifurcation and Degradation of Geomaterials with Engineering Applications. IWBDG 2017. Papamichos, E., Papanastasiou, P., Pasternak, E. & Dyskin, A. (eds.). Springer, p. 577-584 8 p. (Springer Series in Geomechanics and Geoengineering).

Research output: Chapter in Book/Report/Conference proceedingChapter

subsurface flow
Homogenization method
methodology
eigenvalue
engineering

Multiscale Modelling of Lamination Defects in Curved Structures

Reinarz, A., Dodwell, T., Fletcher, T., Butler, R. & Scheichl, R., Aug 2017, 21st International Conference for Composite Materials. Xi’an, China, 11 p. 3771

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Defects
Laminates
Finite element method
Testing
Costs

Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems

Scheichl, R., Stuart, A. M. & Teckentrup, A. L., 27 Apr 2017, In : SIAM/ASA Journal on Uncertainty Quantification. 5, 1, p. 493-518

Research output: Contribution to journalArticle

Open Access
Quasi-Monte Carlo
Multilevel Methods
Elliptic Problems
Monte Carlo method
Ratio Estimator
18 Downloads (Pure)

Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods

Drzisga, D., Gmeiner, B., Rüde, U., Scheichl, R. & Wohlmuth, B., 26 Oct 2017, In : SIAM Journal on Scientific Computing. 39, 5, p. S873-S897

Research output: Contribution to journalArticle

Open Access
File
Multilevel Methods
Monte Carlo method
Monte Carlo methods
Scheduling
Uncertainty Quantification
2016
1 Citation (Scopus)
21 Downloads (Pure)

An euler-poisson scheme for Lévy driven SDEs

Ferreiro-Castilla, A., Kyprianou, A. & Scheichl, R., Mar 2016, In : Journal of Applied Probability. 53, 1, p. 262-278

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)

Efficient Modelling and Accurate Certification of Curved Aerospace Laminates

Fletcher, T., Reinarz, A., Dodwell, T., Butler, R., Scheichl, R. & Newley, R., 2016.

Research output: Contribution to conferencePaper

3 Citations (Scopus)
81 Downloads (Pure)
Open Access
File
Flow simulation
Flow Simulation
Aspect Ratio
Preconditioner
Aspect ratio
12 Citations (Scopus)
47 Downloads (Pure)
Open Access
File
Multilevel Methods
Mixed Finite Elements
Monte Carlo method
Finite Element Discretization
Error Bounds
11 Citations (Scopus)
113 Downloads (Pure)

Resin treatment of free edges to aid certification of through thickness laminate strength

Fletcher, T. A., Kim, T., Dodwell, T. J., Butler, R., Scheichl, R. & Newley, R., 20 Jun 2016, In : Composite Structures. 146, p. 26-33 8 p.

Research output: Contribution to journalArticle

Open Access
File
9 Citations (Scopus)
79 Downloads (Pure)

Robust numerical upscaling of elliptic multiscale problems at high contrast

Peterseim, D. & Scheichl, R., 1 Oct 2016, In : Computational Methods in Applied Mathematics. 16, 4, p. 579-603 25 p.

Research output: Contribution to journalArticle

Open Access
File
Multiscale Problems
Upscaling
Quasi-interpolation
Elliptic Problems
Mathematical operators
2015
31 Citations (Scopus)
83 Downloads (Pure)

A hierarchical multilevel Markov chain Monte Carlo algorithm with applications to uncertainty quantification in subsurface flow

Dodwell, T., Ketelsen, C., Scheichl, R. & Teckentrup, A. L., 2015, In : SIAM/ASA Journal on Uncertainty Quantification. 3, 1, p. 1075-1108 34 p.

Research output: Contribution to journalArticle

Open Access
File
Markov processes
Costs
Porous materials
Monte Carlo methods
Uncertainty
2 Citations (Scopus)
86 Downloads (Pure)
Open Access
File
Langevin Equation
Stochastic Equations
Differential equation
Discrete random variable
Strong Approximation
6 Citations (Scopus)

Optimized Schwarz and 2-Lagrange multiplier methods for multiscale elliptic PDEs

Loisel, S., Nguyen, H. & Scheichl, R., 2015, In : SIAM Journal on Scientific Computing. 37, 6, p. A2896-A2923

Research output: Contribution to journalArticle

Lagrange multiplier Method
Elliptic PDE
Lagrange multipliers
Preconditioner
Dirichlet-to-Neumann Map
6 Citations (Scopus)
86 Downloads (Pure)

Petascale solvers for anisotropic PDEs in atmospheric modelling on GPU clusters

Mueller, E., Scheichl, R. & Vainikko, E., Dec 2015, In : Parallel Computing. 50, p. 53-69 20 p.

Research output: Contribution to journalArticle

Open Access
File
Data storage equipment
Modeling
Unknown
Fast Solvers
Iterative Solvers
38 Citations (Scopus)

Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients

Graham, I. G., Kuo, F. Y., Nichols, J. A., Scheichl, R., Schwab, C. & Sloan, I. H., Oct 2015, In : Numerische Mathematik. 131, 2, p. 329-368 40 p.

Research output: Contribution to journalArticle

Quasi-Monte Carlo Methods
Elliptic PDE
Random Coefficients
Finite Element Method
Finite element method

Regularity for Maxwell eigenproblems in photonic crystal fibre modelling

Dauge, M., Norton, R. A. & Scheichl, R., Mar 2015, In : BIT Numerical Mathematics. 55, 1, p. 59-80 22 p.

Research output: Contribution to journalArticle

Eigenproblem
Photonic crystal fibers
Photonic Crystal
Regularity
Fiber
1 Citation (Scopus)

The effect of free edges on inter-laminar performance of curved laminates

Kim, T., Fletcher, T., Dodwell, T., Butler, R., Scheichl, R., Ankersen, J. & Newley, R., 2015, Proceedings of the 56th AIAA/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference. American Institute of Aeronautics and Astronautics Inc., AIAA 2015-0968

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Laminates
Resins
ABAQUS
8 Citations (Scopus)

Uncertainty quantification of composite structures with defects using multilevel monte carlo simulations

Butler, R., Dodwell, T. J., Kim, T., Kynaston, S., Scheichl, R., Haftka, R. T. & Kim, N. H., 2015, Proceedings of the 17th AIAA Non-Deterministic Approaches Conference. American Institute of Aeronautics and Astronautics Inc., 18 p. AIAA 2015-1598

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Composite structures
Defects
Skin
Monte Carlo methods
Fibers
2014
59 Citations (Scopus)

Abstract robust coarse spaces for systems of PDEs via generalized eigenproblems in the overlaps

Spillane, N., Dolean, V., Hauret, P., Nataf, F., Pechstein, C. & Scheichl, R., Apr 2014, In : Numerische Mathematik. 126, 4, p. 741-770 30 p.

Research output: Contribution to journalArticle

Generalized Eigenproblem
Systems of Partial Differential Equations
Partial differential equations
Overlap
Partial differential equation

Achieving robustness through coarse space enrichment in the two level Schwarz framework

Spillane, N., Dolean, V., Hauret, P., Nataf, F., Pechstein, C. & Scheichl, R., 21 Apr 2014, Domain Decomposition Methods in Science and Engineering XXI : Lecture Notes in Computational Science and Engineering. Erhel, J., Gander, M. J., Halpern, L., Pichot, G., Sassi, T. & Widlund, O. (eds.). Springer, Vol. 98. p. 447-455 10 p. (Lecture Notes in Computational Science and Engineering; vol. 98).

Research output: Chapter in Book/Report/Conference proceedingChapter

26 Citations (Scopus)
60 Downloads (Pure)
File
climate prediction
weather
fluid dynamics
anisotropy
spatial resolution
12 Citations (Scopus)
77 Downloads (Pure)

Multilevel Monte Carlo simulation for Lévy processes based on the Wiener–Hopf factorisation

Ferreiro-Castilla, A., Kyprianou, A. E., Scheichl, R. & Suryanarayana, G., Feb 2014, In : Stochastic Processes and their Applications. 124, 2, p. 985-1010 26 p.

Research output: Contribution to journalArticle

Open Access
File
Wiener-Hopf Factorization
Lévy Process
Factorization
Monte Carlo Simulation
Optimal Rate of Convergence
2013
71 Downloads (Pure)

A two-level Schwarz preconditioner for heterogeneous problems

Dolean, V., Nataf, F., Spillane, N. & Scheichl, R., 2013, Domain Decomposition Methods in Science and Engineering XX : Part II. Banks, R., Holst, M., Widlund, O. & Xu, J. (eds.). Berlin: Springer, p. 87-94 8 p. (Lecture Notes in Computational Science and Engineering; vol. 91).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Open Access
File
73 Citations (Scopus)

Finite element error analysis of elliptic PDEs with random coefficients and its application to multilevel Monte Carlo methods

Charrier, J., Scheichl, R. & Teckentrup, A. L., 2013, In : SIAM Journal on Numerical Analysis (SINUM). 51, 1, p. 322-352 31 p.

Research output: Contribution to journalArticle

Multilevel Methods
Elliptic PDE
Random Parameters
Random Coefficients
Coercivity
67 Citations (Scopus)

Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients

Teckentrup, A. L., Scheichl, R., Giles, M. B. & Ullmann, E., Nov 2013, In : Numerische Mathematik. 125, 3, p. 569-600 32 p.

Research output: Contribution to journalArticle

Multilevel Methods
Elliptic PDE
Random Coefficients
Monte Carlo method
Monte Carlo methods

Large Scale Inverse Problems: Computational Methods and Applications in the Earth Sciences

Cullen, M. (ed.), Freitag, M. A., Kindermann, S. (ed.) & Scheichl, R. (ed.), 16 Aug 2013, Berlin, Germany: De Gruyter. 203 p. (Radon Series on Computational and Applied Mathematics; vol. 13)

Research output: Book/ReportBook

10 Citations (Scopus)
82 Downloads (Pure)

Matrix-free GPU implementation of a preconditioned conjugate gradient solver for anisotropic elliptic PDEs

Mueller, E., Guo, X., Scheichl, R. & Shi, S., Apr 2013, In : Computing and Visualization in Science. 16, 2, p. 41-58 18 p.

Research output: Contribution to journalArticle

Open Access
File
Preconditioned Conjugate Gradient
Elliptic Partial Differential Equations
Graphics Processing Unit
Partial differential equations
Numerical Weather Prediction
6 Citations (Scopus)
78 Downloads (Pure)

New theoretical coefficient robustness results for FETI-DP

Pechstein, C., Sarkis, M. & Scheichl, R., 2013, Domain Decomposition Methods in Science and Engineering XX : Part II. Bank, R., Holst, M., Widlund, O. & Xu, J. (eds.). Berlin: Springer, p. 313-320 8 p. (Lecture Notes in Computational Science and Engineering ; vol. 91).

Research output: Chapter in Book/Report/Conference proceedingChapter

Open Access
File
10 Citations (Scopus)
71 Downloads (Pure)

Planewave expansion methods for photonic crystal fibres

Norton, R. A. & Scheichl, R., Jan 2013, In : Applied Numerical Mathematics. 63, p. 88-104 17 p.

Research output: Contribution to journalArticle

Open Access
File
Photonic crystal fibers
Photonic Crystal
Plane Wave
Fiber
Discontinuous Coefficients
2 Citations (Scopus)
76 Downloads (Pure)

Robust coarsening in multiscale PDEs

Scheichl, R., 2013, Domain Decomposition Methods in Science and Engineering XX: Part I. Bank, R., Holst, M., Widlund, O. & Xu, J. (eds.). Berlin: Springer, p. 51-62 12 p. (Lecture Notes in Computational Science and Engineering; vol. 91).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Open Access
File
21 Citations (Scopus)

Weighted Poincaré inequalities

Pechstein, C. & Scheichl, R., 2013, In : IMA Journal of Numerical Analysis. 33, 2, p. 652-686 35 p.

Research output: Contribution to journalArticle

Weighted Inequalities
Poincaré Inequality
Poincaré
Decomposition
Coefficient
2012
31 Citations (Scopus)

Algebraic multigrid for discontinuous Galerkin discretizations of heterogeneous elliptic problems

Bastian, P., Blatt, M. & Scheichl, R., Mar 2012, In : Numerical Linear Algebra with Applications. 19, 2, p. 367-388 22 p.

Research output: Contribution to journalArticle

Algebraic multigrid
Discontinuous Galerkin
Elliptic Problems
Linear systems
Discretization
37 Citations (Scopus)

Analysis of a two-level Schwarz method with coarse spaces based on local Dirichlet-to-Neumann maps

Dolean, V., Nataf, F., Spillane, N. & Scheichl, R., Oct 2012, In : Computational Methods in Applied Mathematics. 12, 4, p. 391-414 24 p.

Research output: Contribution to journalArticle

Two-level Method
Schwarz Methods
Dirichlet-to-Neumann Map
Domain decomposition methods
Coefficient
17 Citations (Scopus)
68 Downloads (Pure)

Multilevel methods for elliptic problems with highly varying coefficients on nonaligned coarse grids

Scheichl, R., Vassilevski, P. S. & Zikatanov, L. T., 2012, In : SIAM Journal on Numerical Analysis (SINUM). 50, 3, p. 1675-1694 20 p.

Research output: Contribution to journalArticle

Open Access
File
Multilevel Methods
Varying Coefficients
Elliptic Problems
Boundary value problems
Grid
2011
36 Citations (Scopus)
72 Downloads (Pure)

Analysis of FETI methods for multiscale PDEs. Part II: interface variation

Pechstein, C. & Scheichl, R., 1 Jul 2011, In : Numerische Mathematik. 118, 3, p. 485-529 45 p.

Research output: Contribution to journalArticle

Open Access
File
Contrast media
Finite Element
Coefficient
Condition number
Jump
2 Citations (Scopus)

A robust numerical method for the potential vorticity based control variable transform in variational data assimilation

Buckeridge, S., Cullen, M. J. P., Scheichl, R. & Wlasak, M., Apr 2011, In : Quarterly Journal of the Royal Meteorological Society. 137, 657, p. 1083-1094 12 p.

Research output: Contribution to journalArticle

potential vorticity
data assimilation
numerical method
transform
tolerance
23 Citations (Scopus)

A robust two-level domain decomposition preconditioner for systems of PDEs

Spillane, N., Dolean, V., Hauret, P., Nataf, F., Pechstein, C. & Scheichl, R., Dec 2011, In : Comptes Rendus Mathematique. 349, 23-24, p. 1255-1259 5 p.

Research output: Contribution to journalArticle

Domain Decomposition
Preconditioner
Generalized Eigenvalue Problem
Elasticity Problem
Domain Decomposition Method
195 Citations (Scopus)

Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

Cliffe, K. A., Giles, M. B., Scheichl, R. & Teckentrup, A. L., Jan 2011, In : Computing and Visualization in Science. 14, 1, p. 3-15 13 p.

Research output: Contribution to journalArticle

Multilevel Methods
Elliptic PDE
Groundwater flow
Random Coefficients
Monte Carlo method
71 Citations (Scopus)
79 Downloads (Pure)

Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications

Graham, I. G., Kuo, F. Y., Nuyens, D., Scheichl, R. & Sloan, I. H., 10 May 2011, In : Journal of Computational Physics. 230, 10, p. 3668-3694 27 p.

Research output: Contribution to journalArticle

Open Access
File
pulse detonation engines
Monte Carlo method
Monte Carlo methods
coefficients
functionals