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Research Output

2019
Open Access
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2 Citations (Scopus)
20 Downloads (Pure)

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

1 Citation (Scopus)
Open Access

Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies

Detommaso, G., Dodwell, T. & Scheichl, R., 31 Dec 2019, In : SIAM/ASA Journal on Uncertainty Quantification. 7, 1, p. 93-116 24 p.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
4 Downloads (Pure)

Correction of coarse-graining errors by a two-level method: Application to the Asakura-Oosawa model

Kobayashi, H., Rohrbach, P. B., Scheichl, R., Wilding, N. B. & Jack, R. L., 14 Oct 2019, In : Journal of Chemical Physics. 151, 14, p. 144108 144108.

Research output: Contribution to journalArticle

Open Access

High-performance dune modules for solving large-scale, strongly anisotropic elliptic problems with applications to aerospace composites

Butler, R., Dodwell, T., Reinarz, A., Sandhu, A., Scheichl, R. & Seelinger, L., 25 Oct 2019, In : Computer Physics Communications. 106997.

Research output: Contribution to journalArticle

Open Access

Multilevel Markov chain Monte Carlo

Dodwell, T. J., Ketelsen, C., Scheichl, R. & Teckentrup, A. L., 2019, In : Siam Review. 61, 3, p. 509-545 37 p.

Research output: Contribution to journalArticle

Open Access
1 Citation (Scopus)
2018

Analysis of circulant embedding methods for sampling stationary random fields

Graham, I. G., Kuo, F. Y., Nuyens, D., Scheichl, R. & Sloan, I. H., 31 Dec 2018, In : SIAM Journal on Numerical Analysis (SINUM). 56, 3, p. 1871-1895 25 p.

Research output: Contribution to journalArticle

Open Access
File
7 Citations (Scopus)
24 Downloads (Pure)

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

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
2 Citations (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
3 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

4 Citations (Scopus)

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
3 Citations (Scopus)
21 Downloads (Pure)
2017

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

2 Citations (Scopus)

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

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

Scheichl, R., Stuart, A. M. & Teckentrup, A. L., 31 Dec 2017, In : SIAM/ASA Journal on Uncertainty Quantification. 5, 1, p. 493-518 26 p.

Research output: Contribution to journalArticle

Open Access
File
2 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
26 Downloads (Pure)
2016

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)
27 Downloads (Pure)

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

1 Citation (Scopus)
Open Access
File
3 Citations (Scopus)
111 Downloads (Pure)
Open Access
File
12 Citations (Scopus)
67 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
13 Citations (Scopus)
153 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
9 Citations (Scopus)
111 Downloads (Pure)
2015

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., 31 Dec 2015, In : SIAM/ASA Journal on Uncertainty Quantification. 3, 1, p. 1075-1108 34 p.

Research output: Contribution to journalArticle

Open Access
File
41 Citations (Scopus)
126 Downloads (Pure)
Open Access
File
2 Citations (Scopus)
116 Downloads (Pure)

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

6 Citations (Scopus)

Petascale solvers for anisotropic PDEs in atmospheric modelling on GPU clusters

Mueller, E., Scheichl, R. & Vainikko, E., 1 Dec 2015, In : Parallel Computing. 50, p. 53-69 20 p.

Research output: Contribution to journalArticle

Open Access
File
7 Citations (Scopus)
117 Downloads (Pure)

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

40 Citations (Scopus)

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

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

3 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

8 Citations (Scopus)
2014

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

66 Citations (Scopus)

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

1 Citation (Scopus)
File
27 Citations (Scopus)
85 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
12 Citations (Scopus)
106 Downloads (Pure)
2013

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
101 Downloads (Pure)

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

77 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

73 Citations (Scopus)

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

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
11 Citations (Scopus)
122 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
6 Citations (Scopus)
106 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
11 Citations (Scopus)
121 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
2 Citations (Scopus)
106 Downloads (Pure)

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

21 Citations (Scopus)
2012

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

33 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

41 Citations (Scopus)

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
18 Citations (Scopus)
104 Downloads (Pure)
2011

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

2 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

25 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., 1 Jan 2011, In : Computing and Visualization in Science. 14, 3, p. 3-15 13 p.

Research output: Contribution to journalArticle

212 Citations (Scopus)