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2019
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2 Citations (Scopus)
22 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
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1 Citation (Scopus)
6 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
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7 Citations (Scopus)
25 Downloads (Pure)

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)

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
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3 Citations (Scopus)
23 Downloads (Pure)
2017

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
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4 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
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29 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
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1 Citation (Scopus)
29 Downloads (Pure)
Open Access
File
3 Citations (Scopus)
115 Downloads (Pure)
Open Access
File
12 Citations (Scopus)
71 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)
158 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
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9 Citations (Scopus)
116 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)
131 Downloads (Pure)
Open Access
File
2 Citations (Scopus)
120 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
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7 Citations (Scopus)
121 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

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)
File
27 Citations (Scopus)
89 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
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12 Citations (Scopus)
111 Downloads (Pure)
2013

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)

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
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11 Citations (Scopus)
126 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)
125 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
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18 Citations (Scopus)
107 Downloads (Pure)
2011

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
36 Citations (Scopus)
110 Downloads (Pure)

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)

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
78 Citations (Scopus)
118 Downloads (Pure)

Weak approximation properties of elliptic projections with functional constraints

Scheichl, R., Vassilevski, P. S. & Zikatanov, L. T., 2011, In : Multiscale Modeling and Simulation. 9, 4, p. 1677-1699 23 p.

Research output: Contribution to journalArticle

15 Citations (Scopus)
2010
File
8 Citations (Scopus)
116 Downloads (Pure)

Parallel geometric multigrid for global weather prediction

Buckeridge, S. & Scheichl, R., 1 Apr 2010, In : Numerical Linear Algebra with Applications. 17, 2-3, p. 325-342 18 p.

Research output: Contribution to journalArticle

12 Citations (Scopus)
2009

Energy-minimizing coarse spaces for two-level Schwarz methods for multiscale PDEs

Van Lent, J., Scheichl, R. & Graham, I. G., Oct 2009, In : Numerical Linear Algebra with Applications. 16, 10, p. 775-799 25 p.

Research output: Contribution to journalArticle

26 Citations (Scopus)

Scaling up through domain decomposition

Pechstein, C. & Scheichl, R., Oct 2009, In : Applicable Analysis. 88, 10-11, p. 1589-1608 20 p.

Research output: Contribution to journalArticle

18 Citations (Scopus)
2008

Analysis of FETI methods for multiscale PDEs

Pechstein, C. & Scheichl, R., 1 Dec 2008, In : Numerische Mathematik. 111, 2, p. 293-333 41 p.

Research output: Contribution to journalArticle

47 Citations (Scopus)
2007

Additive Schwarz with aggregation-based coarsening for elliptic problems with highly variable coefficients

Scheichl, R. & Vainikko, E., May 2007, In : Computing. p. 1--24 24 p.

Research output: Contribution to journalArticle

29 Citations (Scopus)

Domain decomposition for multiscale PDEs

Graham, I. G., Lechner, P. O. & Scheichl, R., Jun 2007, In : Numerische Mathematik. 106, 4, p. 589-626 38 p.

Research output: Contribution to journalArticle

99 Citations (Scopus)

Robust domain decomposition algorithms for multiscale PDEs

Graham, I. G. & Scheichl, R., 2007, In : Numerical Methods for Partial Differential Equations. 23, 4, p. 859-878 20 p.

Research output: Contribution to journalArticle

32 Citations (Scopus)
2005

Permeation of gases in polymers: parameter identification and nonlinear regression analysis

Scheichl, R., Klopffer, M. H., Benjelloun Dabaghi, Z. & Flaconneche, B., Jun 2005, In : Journal of Membrane Science. 254, p. 275--293 19 p.

Research output: Contribution to journalArticle

23 Citations (Scopus)