Robert Scheichl

Publication Activity (10 Years)

Years Active: 2002-2024
Publications (10 Years): 58

Top Topics

Error Estimates

Finite Element Methods

Eigenvalue Problems

Top Venues

SIAM/ASA J. Uncertain. Quantification

SIAM J. Sci. Comput.

SIAM J. Numer. Anal.

Publications

Linus Seelinger, Anne Reinarz, Mikkel Bue Lykkegaard, Amal Mohammed A. Alghamdi, David Aristoff, Wolfgang Bangerth, Jean Bénézech, Matteo Diez, Kurt Frey, John D. Jakeman, Jakob Sauer Jørgensen, Ki-Tae Kim, Massimiliano Martinelli, Matthew D. Parno, Riccardo Pellegrini, Noemi Petra, Nicolai André Brogaard Riis, Katherine Rosenfeld, Andrea Serani, Lorenzo Tamellini, Umberto Villa, Tim J. Dodwell, Robert Scheichl
Democratizing Uncertainty Quantification. CoRR (2024)
Tiangang Cui, Sergey Dolgov, Robert Scheichl
Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events. SIAM J. Sci. Comput. 46 (1) (2024)
Christian Alber, Chupeng Ma, Robert Scheichl
A Mixed Multiscale Spectral Generalized Finite Element Method. CoRR (2024)
Jean Bénézech, Linus Seelinger, Peter Bastian, Richard Butler, Timothy Dodwell, Chupeng Ma, Robert Scheichl
Scalable multiscale-spectral GFEM with an application to composite aero-structures. J. Comput. Phys. 508 (2024)
Karina Koval, Roland Herzog, Robert Scheichl
Tractable Optimal Experimental Design using Transport Maps. CoRR (2024)
Yoshihito Kazashi, Eike H. Müller, Robert Scheichl
Multigrid Monte Carlo Revisited: Theory and Bayesian Inference. CoRR (2024)
Tiangang Cui, Hans De Sterck, Alexander D. Gilbert, Stanislav Polishchuk, Robert Scheichl
Multilevel Monte Carlo Methods for Stochastic Convection-Diffusion Eigenvalue Problems. J. Sci. Comput. 99 (3) (2024)
Peter Bastian, Robert Scheichl, Linus Seelinger, Arne Strehlow
Multilevel Spectral Domain Decomposition. SIAM J. Sci. Comput. 45 (3) (2023)
Chupeng Ma, Christian Alber, Robert Scheichl
Wavenumber Explicit Convergence of a Multiscale Generalized Finite Element Method for Heterogeneous Helmholtz Problems. SIAM J. Numer. Anal. 61 (3) (2023)
M. B. Lykkegaard, Tim J. Dodwell, Colin Fox, G. Mingas, Robert Scheichl
Multilevel Delayed Acceptance MCMC. SIAM/ASA J. Uncertain. Quantification 11 (1) (2023)
Linus Seelinger, Anne Reinarz, Jean Bénézech, Mikkel Bue Lykkegaard, Lorenzo Tamellini, Robert Scheichl
Lowering the Entry Bar to HPC-Scale Uncertainty Quantification. CoRR (2023)
Tiangang Cui, Hans De Sterck, Alexander D. Gilbert, Stanislav Polishchuk, Robert Scheichl
Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems. CoRR (2023)
Nils Friess, Alexander D. Gilbert, Robert Scheichl
A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues. CoRR (2023)
Alexey Kazarnikov, Robert Scheichl, Heikki Haario, Anna K. Marciniak-Czochra
A Bayesian Approach to Modeling Biological Pattern Formation with Limited Data. SIAM J. Sci. Comput. 45 (5) (2023)
Chupeng Ma, Robert Scheichl, Tim J. Dodwell
Novel Design and Analysis of Generalized Finite Element Methods Based on Locally Optimal Spectral Approximations. SIAM J. Numer. Anal. 60 (1) (2022)
Jean Bénézech, Linus Seelinger, Peter Bastian, Richard Butler, Timothy Dodwell, Chupeng Ma, Robert Scheichl
Scalable multiscale-spectral GFEM for composite aero-structures. CoRR (2022)
Tiangang Cui, Sergey Dolgov, Robert Scheichl
Deep importance sampling using tensor-trains with application to a priori and a posteriori rare event estimation. CoRR (2022)
Daniel Elfverson, Robert Scheichl, Simon Weissmann, Francisco Alejandro DiazDelaO
Adaptive multilevel subset simulation with selective refinement. CoRR (2022)
Paul B. Rohrbach, Sergey Dolgov, Lars Grasedyck, Robert Scheichl
Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format. SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Chupeng Ma, Robert Scheichl
Error estimates for discrete generalized FEMs with locally optimal spectral approximations. Math. Comput. 91 (338) (2022)
Alexander D. Gilbert, Robert Scheichl
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems II: Efficient algorithms and numerical results. CoRR (2021)
Chupeng Ma, Robert Scheichl
Error estimates for fully discrete generalized FEMs with locally optimal spectral approximations. CoRR (2021)
Chupeng Ma, Robert Scheichl, Tim J. Dodwell
Novel design and analysis of generalized FE methods based on locally optimal spectral approximations. CoRR (2021)
Linus Seelinger, Anne Reinarz, Leonhard Rannabauer, Michael Bader, Peter Bastian, Robert Scheichl
High Performance Uncertainty Quantification with Parallelized Multilevel Markov Chain Monte Carlo. CoRR (2021)
Jakob Kruse, Gianluca Detommaso, Ullrich Köthe, Robert Scheichl
HINT: Hierarchical Invertible Neural Transport for Density Estimation and Bayesian Inference. AAAI (2021)
Peter Bastian, Robert Scheichl, Linus Seelinger, Arne Strehlow
Multilevel Spectral Domain Decomposition. CoRR (2021)
Niall Bootland, Victorita Dolean, Ivan G. Graham, Chupeng Ma, Robert Scheichl
Overlapping Schwarz methods with GenEO coarse spaces for indefinite and non-self-adjoint problems. CoRR (2021)
Chupeng Ma, Christian Alber, Robert Scheichl
Wavenumber explicit convergence of a multiscale GFEM for heterogeneous Helmholtz problems. CoRR (2021)
Niall Bootland, Victorita Dolean, Ivan G. Graham, Chupeng Ma, Robert Scheichl
GenEO coarse spaces for heterogeneous indefinite elliptic problems. CoRR (2021)
Linus Seelinger, Anne Reinarz, Leonhard Rannabauer, Michael Bader, Peter Bastian, Robert Scheichl
High performance uncertainty quantification with parallelized multilevel Markov chain Monte Carlo. SC (2021)
Alexander D. Gilbert, Robert Scheichl
Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems I: Regularity and error analysis. CoRR (2020)
Markus Bachmayr, Ivan G. Graham, Van Kien Nguyen, Robert Scheichl
Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances. SIAM J. Numer. Anal. 58 (5) (2020)
Karl Jansen, Eike Hermann Müller, Robert Scheichl
Multilevel Monte Carlo for quantum mechanics on a lattice. CoRR (2020)
Jens Lang, Robert Scheichl, David J. Silvester
A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data. J. Comput. Phys. 419 (2020)
Paul B. Rohrbach, Sergey Dolgov, Lars Grasedyck, Robert Scheichl
Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format. CoRR (2020)
Richard Butler, Tim J. Dodwell, Anne Reinarz, A. Sandhu, Robert Scheichl, Linus Seelinger
High-performance dune modules for solving large-scale, strongly anisotropic elliptic problems with applications to aerospace composites. Comput. Phys. Commun. 249 (2020)
Sergey Dolgov, Karim Anaya-Izquierdo, Colin Fox, Robert Scheichl
Approximation and sampling of multivariate probability distributions in the tensor train decomposition. Stat. Comput. 30 (3) (2020)
Alexander D. Gilbert, Ivan G. Graham, Frances Y. Kuo, Robert Scheichl, Ian H. Sloan
Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients. Numerische Mathematik 142 (4) (2019)
Tiangang Cui, Gianluca Detommaso, Robert Scheichl
Multilevel Dimension-Independent Likelihood-Informed MCMC for Large-Scale Inverse Problems. CoRR (2019)
Gianluca Detommaso, Tim J. Dodwell, Robert Scheichl
Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies. SIAM/ASA J. Uncertain. Quantification 7 (1) (2019)
Linus Seelinger, Anne Reinarz, Robert Scheichl
A High-Performance Implementation of a Robust Preconditioner for Heterogeneous Problems. CoRR (2019)
Sergey Dolgov, Robert Scheichl
A Hybrid Alternating Least Squares-TT-Cross Algorithm for Parametric PDEs. SIAM/ASA J. Uncertain. Quantification 7 (1) (2019)
Tim J. Dodwell, Christian Ketelsen, Robert Scheichl, Aretha L. Teckentrup
Multilevel Markov Chain Monte Carlo. SIAM Rev. 61 (3) (2019)
Linus Seelinger, Anne Reinarz, Robert Scheichl
A High-Performance Implementation of a Robust Preconditioner for Heterogeneous Problems. PPAM (1) (2019)
Gianluca Detommaso, Jakob Kruse, Lynton Ardizzone, Carsten Rother, Ullrich Köthe, Robert Scheichl
HINT: Hierarchical Invertible Neural Transport for General and Sequential Bayesian inference. CoRR (2019)
Tim J. Dodwell, S. Kinston, Richard Butler, Raphael T. Haftka, Nam H. Kim, Robert Scheichl
Multilevel Monte Carlo Simulations of Composite Structures with Uncertain Manufacturing Defects. CoRR (2019)
Tim J. Dodwell, Christian Ketelsen, Robert Scheichl, Aretha L. Teckentrup
ERRATUM: A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow. SIAM/ASA J. Uncertain. Quantification 7 (4) (2019)
Ivan G. Graham, Frances Y. Kuo, Dirk Nuyens, Robert Scheichl, Ian H. Sloan
Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients. Numerische Mathematik 140 (2) (2018)
Gianluca Detommaso, Tiangang Cui, Youssef M. Marzouk, Alessio Spantini, Robert Scheichl
A Stein variational Newton method. NeurIPS (2018)
Ivan G. Graham, Frances Y. Kuo, Dirk Nuyens, Robert Scheichl, Ian H. Sloan
Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields. SIAM J. Numer. Anal. 56 (3) (2018)
Grigoris Katsiolides, Eike Hermann Müller, Robert Scheichl, Tony Shardlow, Michael B. Giles, David J. Thomson
Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling. J. Comput. Phys. 354 (2018)
Gianluca Detommaso, Tiangang Cui, Youssef M. Marzouk, Robert Scheichl, Alessio Spantini
A Stein variational Newton method. CoRR (2018)
Frances Y. Kuo, Robert Scheichl, Christoph Schwab, Ian H. Sloan, Elisabeth Ullmann
Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems. Math. Comput. 86 (308) (2017)
Robert Scheichl, Andrew M. Stuart, Aretha L. Teckentrup
Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems. SIAM/ASA J. Uncertain. Quantification 5 (1) (2017)
Daniel Drzisga, Björn Gmeiner, Ulrich Rüde, Robert Scheichl, Barbara I. Wohlmuth
Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods. SIAM J. Sci. Comput. 39 (5) (2017)
Björn Gmeiner, Daniel Drzisga, Ulrich Rüde, Robert Scheichl, Barbara I. Wohlmuth
Scheduling massively parallel multigrid for multilevel Monte Carlo methods. CoRR (2016)
Albert Ferreiro-Castilla, Andreas E. Kyprianou, Robert Scheichl
An Euler-Poisson scheme for Lévy driven stochastic differential equations. J. Appl. Probab. 53 (1) (2016)
Daniel Peterseim, Robert Scheichl
Robust Numerical Upscaling of Elliptic Multiscale Problems at High Contrast. Comput. Methods Appl. Math. 16 (4) (2016)
Eike Hermann Müller, Robert Scheichl, Eero Vainikko
Petascale solvers for anisotropic PDEs in atmospheric modelling on GPU clusters. Parallel Comput. 50 (2015)
Tim J. Dodwell, Christian Ketelsen, Robert Scheichl, Aretha L. Teckentrup
A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow. SIAM/ASA J. Uncertain. Quantification 3 (1) (2015)
Ivan G. Graham, Frances Y. Kuo, James A. Nichols, Robert Scheichl, Christoph Schwab, Ian H. Sloan
Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients. Numerische Mathematik 131 (2) (2015)
Sébastien Loisel, Hieu Nguyen, Robert Scheichl
Optimized Schwarz and 2-Lagrange Multiplier Methods for Multiscale Elliptic PDEs. SIAM J. Sci. Comput. 37 (6) (2015)
Eike Hermann Müller, Robert Scheichl, Benson Muite, Eero Vainikko
Petascale elliptic solvers for anisotropic PDEs on GPU clusters. CoRR (2014)
Nicole Spillane, Victorita Dolean, Patrice Hauret, Frédéric Nataf, Clemens Pechstein, Robert Scheichl
Abstract robust coarse spaces for systems of PDEs via generalized eigenproblems in the overlaps. Numerische Mathematik 126 (4) (2014)
Andreas Dedner, Eike Hermann Müller, Robert Scheichl
Efficient Multigrid Preconditioners for Anisotropic Problems in Geophysical Modelling. CoRR (2014)
Eike Hermann Müller, Xu Guo, Robert Scheichl, Sinan Shi
Matrix-free GPU implementation of a preconditioned conjugate gradient solver for anisotropic elliptic PDEs. Comput. Vis. Sci. 16 (2) (2013)
Aretha L. Teckentrup, Robert Scheichl, Michael B. Giles, Elisabeth Ullmann
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. Numerische Mathematik 125 (3) (2013)
Eike Hermann Müller, Robert Scheichl
Massively parallel solvers for elliptic PDEs in Numerical Weather- and Climate Prediction. CoRR (2013)
Julia Charrier, Robert Scheichl, Aretha L. Teckentrup
Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods. SIAM J. Numer. Anal. 51 (1) (2013)
Eike Hermann Müller, Xu Guo, Robert Scheichl, Sinan Shi
Matrix-free GPU implementation of a preconditioned conjugate gradient solver for anisotropic elliptic PDEs CoRR (2013)
Robert Scheichl, Panayot S. Vassilevski, Ludmil T. Zikatanov
Multilevel Methods for Elliptic Problems with Highly Varying Coefficients on Nonaligned Coarse Grids. SIAM J. Numer. Anal. 50 (3) (2012)
Peter Bastian, Markus Blatt, Robert Scheichl
Algebraic multigrid for discontinuous Galerkin discretizations of heterogeneous elliptic problems. Numer. Linear Algebra Appl. 19 (2) (2012)
Victorita Dolean, Frédéric Nataf, Robert Scheichl, Nicole Spillane
Analysis of a Two-level Schwarz Method with Coarse Spaces Based on Local Dirichlet-to-Neumann Maps. Comput. Methods Appl. Math. 12 (4) (2012)
K. A. Cliffe, Mike B. Giles, Robert Scheichl, Aretha L. Teckentrup
Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients. Comput. Vis. Sci. 14 (1) (2011)
Robert Scheichl, Panayot S. Vassilevski, Ludmil T. Zikatanov
Weak Approximation Properties of Elliptic Projections with Functional Constraints. Multiscale Model. Simul. 9 (4) (2011)
Clemens Pechstein, Robert Scheichl
Analysis of FETI methods for multiscale PDEs. Part II: interface variation. Numerische Mathematik 118 (3) (2011)
Ivan G. Graham, Frances Y. Kuo, Dirk Nuyens, Robert Scheichl, Ian H. Sloan
Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications. J. Comput. Phys. 230 (10) (2011)
Richard Norton, Robert Scheichl
Convergence Analysis of Planewave Expansion Methods for 2D Schrödinger Operators with Discontinuous Periodic Potentials. SIAM J. Numer. Anal. 47 (6) (2010)
Sean Buckeridge, Robert Scheichl
Parallel geometric multigrid for global weather prediction. Numer. Linear Algebra Appl. 17 (2-3) (2010)
Jan Van Lent, Robert Scheichl, Ivan G. Graham
Energy-minimizing coarse spaces for two-level Schwarz methods for multiscale PDEs. Numer. Linear Algebra Appl. 16 (10) (2009)
Clemens Pechstein, Robert Scheichl
Analysis of FETI methods for multiscale PDEs. Numerische Mathematik 111 (2) (2008)
Robert Scheichl, Eero Vainikko
Additive Schwarz with aggregation-based coarsening for elliptic problems with highly variable coefficients. Computing 80 (4) (2007)
Ivan G. Graham, Patrick O. Lechner, Robert Scheichl
Domain decomposition for multiscale PDEs. Numerische Mathematik 106 (4) (2007)
Roland Masson, Philippe Quandalle, Stéphane Requena, Robert Scheichl
Parallel Preconditioning for Sedimentary Basin Simulations. LSSC (2003)
Robert Scheichl
Decoupling Three-Dimensional Mixed Problems Using Divergence-Free Finite Elements. SIAM J. Sci. Comput. 23 (5) (2002)