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).
SAM, ETH Zurich
Tue, 17/02/2015 - 11:05am to 11:55am
RC-4082, The Red Centre, UNSW