Martin Eigel

According to our database, Martin Eigel authored at least 37 papers between 2004 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

A convergent adaptive finite element stochastic Galerkin method based on multilevel expansions of random fields.

Markus Bachmayr, Martin Eigel, Henrik Eisenmann, Igor Voulis

CoRR, 2024

Adaptive Multilevel Neural Networks for Parametric PDEs with Error Estimation.

Janina E. Schütte, Martin Eigel

CoRR, 2024

Generative Modelling with Tensor Train approximations of Hamilton-Jacobi-Bellman equations.

David Sommer, Robert Gruhlke, Max Kirstein, Martin Eigel, Claudia Schillings

CoRR, 2024

Functional SDE approximation inspired by a deep operator network architecture.

Martin Eigel, Charles Miranda

CoRR, 2024

2023

Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats.

Christian Bayer, Martin Eigel, Leon Sallandt, Philipp Trunschke

SIAM J. Financial Math., June, 2023

Dynamical low-rank approximations of solutions to the Hamilton-Jacobi-Bellman equation.

Martin Eigel, Reinhold Schneider, David Sommer

Numer. Linear Algebra Appl., May, 2023

Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs.

Martin Eigel, Nando Farchmin, Sebastian Heidenreich, Philipp Trunschke

SIAM J. Sci. Comput., April, 2023

Approximating Langevin Monte Carlo with ResNet-like Neural Network architectures.

Martin Eigel, Charles Miranda, Janina Schütte, David Sommer

CoRR, 2023

Weighted sparsity and sparse tensor networks for least squares approximation.

Philipp Trunschke, Anthony Nouy, Martin Eigel

CoRR, 2023

Multilevel CNNs for Parametric PDEs.

Cosmas Heiß, Ingo Gühring, Martin Eigel

CoRR, 2023

Convergence of adaptive Galerkin FEM for parametric PDEs with lognormal coefficients.

Martin Eigel, Nando Farchmin

CoRR, 2023

2022

On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion.

Martin Eigel, Oliver G. Ernst, Björn Sprungk, Lorenzo Tamellini

SIAM J. Numer. Anal., 2022

Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion.

Martin Eigel, Robert Gruhlke, Manuel Marschall

Stat. Comput., 2022

Less interaction with forward models in Langevin dynamics.

Martin Eigel, Robert Gruhlke, David Sommer

CoRR, 2022

Low-rank Wasserstein polynomial chaos expansions in the framework of optimal transport.

Robert Gruhlke, Martin Eigel

CoRR, 2022

Topology Optimisation under Uncertainties with Neural Networks.

Martin Eigel, Marvin Haase, Johannes Neumann

Algorithms, 2022

Tensor-Train Kernel Learning for Gaussian Processes.

Max Kirstein, David Sommer, Martin Eigel

Proceedings of the Conformal and Probabilistic Prediction with Applications, 2022

OptTopo: Automated set-point optimization for coupled systems using topology information.

Gregor Thiele, Theresa Johanni, David Sommer, Martin Eigel, Jörg Krüger

Proceedings of the 8th International Conference on Control, 2022

2021

Adaptive non-intrusive reconstruction of solutions to high-dimensional parametric PDEs.

Martin Eigel, Nando Farchmin, Sebastian Heidenreich, Philipp Trunschke

CoRR, 2021

Efficient approximation of high-dimensional exponentials by tensornetworks.

Martin Eigel, Nando Farchmin, Sebastian Heidenreich, Philipp Trunschke

CoRR, 2021

2020

Comparison of various uncertainty models with experimental investigations regarding the failure of plates with holes.

Martin Drieschner, Yuri Petryna, Robert Gruhlke, Martin Eigel, Dietmar Hömberg

Reliab. Eng. Syst. Saf., 2020

Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations.

Martin Eigel, Manuel Marschall, Max Pfeffer, Reinhold Schneider

Numerische Mathematik, 2020

An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains.

Martin Eigel, Manuel Marschall, Michael D. Multerer

SIAM/ASA J. Uncertain. Quantification, 2020

Convergence bounds for empirical nonlinear least-squares.

Martin Eigel, Reinhold Schneider, Philipp Trunschke

CoRR, 2020

2019

Non-intrusive Tensor Reconstruction for High-Dimensional Random PDEs.

Martin Eigel, Johannes Neumann, Reinhold Schneider, Sebastian Wolf

Comput. Methods Appl. Math., 2019

Variational Monte Carlo - bridging concepts of machine learning and high-dimensional partial differential equations.

Martin Eigel, Reinhold Schneider, Philipp Trunschke, Sebastian Wolf

Adv. Comput. Math., 2019

2018

Reproducing kernel Hilbert spaces and variable metric algorithms in PDE-constrained shape optimization.

Martin Eigel, Kevin Sturm

Optim. Methods Softw., 2018

2017

SDE Based Regression for Linear Random PDEs.

Felix Anker, Christian Bayer, Martin Eigel, Marcel Ladkau, Johannes Neumann, John Schoenmakers

SIAM J. Sci. Comput., 2017

Adaptive stochastic Galerkin FEM with hierarchical tensor representations.

Martin Eigel, Max Pfeffer, Reinhold Schneider

Numerische Mathematik, 2017

2016

An Adaptive Multilevel Monte Carlo Method with Stochastic Bounds for Quantities of Interest with Uncertain Data.

Martin Eigel, Christian Merdon, Johannes Neumann

SIAM/ASA J. Uncertain. Quantification, 2016

Local Equilibration Error Estimators for Guaranteed Error Control in Adaptive Stochastic Higher-Order Galerkin Finite Element Methods.

Martin Eigel, Christian Merdon

SIAM/ASA J. Uncertain. Quantification, 2016

Equilibration a Posteriori Error Estimation for Convection-Diffusion-Reaction Problems.

Martin Eigel, Christian Merdon

J. Sci. Comput., 2016

Reliable Averaging for the Primal Variable in the Courant FEM and Hierarchical Error Estimators on Red-Refined Meshes.

Carsten Carstensen, Martin Eigel

Comput. Methods Appl. Math., 2016

2015

Simulation of Composite Materials by a Network FEM with Error Control.

Martin Eigel, Daniel Peterseim

Comput. Methods Appl. Math., 2015

2014

Functional A Posteriori Error Estimation for Stationary Reaction-Convection-Diffusion Problems.

Martin Eigel, Tatiana Samrowski

Comput. Methods Appl. Math., 2014

2008

A Definition of Cellular Interface Problems.

Markus Kirkilionis, Mirela Domijan, Martin Eigel, Erwin George, Mike Li, Luca Sbano

Proceedings of the Membrane Computing - 9th International Workshop, 2008

2004

Spatial Modeling and Simulation of Diffusion in Nuclei of Living Cells.

Dietmar Volz, Martin Eigel, Chaitanya A. Athale, Peter Bastian, Harald Hermann, Constantin Kappel, Roland Eils

Proceedings of the Computational Methods in Systems Biology, International Conference, 2004