Description
Book SynopsisPart I Invited Articles: C. A. Beschle, A. Barth, Quasi Continuous Level Monte Carlo for Random Elliptic PDEs.- M. B. Giles, MLMC Techniques for Discontinuous Functions.- T. Helin, A. M. Stuart, A. L. Teckentrup, K. C. Zygalakis, Introduction to Gaussian Process Regression in Bayesian Inverse Problems, with new Results on Experimental Design for Weighted Error Measures.- V. Kaarnioja, Frances Y. Kuo, Ian H. Sloan, Lattice-Based Kernel Approximation and Serendipitous Weights for Parametric PDEs in Very High Dimensions.- E. Novak, Optimal Algorithms for Numerical Integration: Recent Results and Open Problems.- Chris. J. Oates, Minimum Kernel Discrepancy Estimators.- Gabriel Stoltz, Error Estimates and Variance Reduction for Nonequilibrium Stochastic Dynamics.- Part II Contributed Articles: F. Bernal, A. Berridi, Heuristics for the Probabilistic Solution of BVPs with Mixed Boundary Conditions.- Sou-Cheng T. Choi, Y. Ding, Fred J. Hickernell, J. Rathinavel, Aleksei G. Sorokin, Challenge
