Pages that link to "Item:Q3392195"

The following pages link to Multilevel Monte Carlo Path Simulation (Q3392195):

Displaying 50 items.

• Strong convergence analysis of iterative solvers for random operator equations (Q2279182) (← links)
• Quantification of uncertain macroscopic material properties resulting from variations of microstructure morphology based on statistically similar volume elements: application to dual-phase steel microstructures (Q2281504) (← links)
• Multi-level Monte Carlo finite volume method for shallow water equations with uncertain parameters applied to landslides-generated tsunamis (Q2285872) (← links)
• Optimal importance sampling for Lévy processes (Q2289777) (← links)
• Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration (Q2291479) (← links)
• Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty (Q2300508) (← links)
• A probabilistic linear solver based on a multilevel Monte Carlo method (Q2302414) (← links)
• Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function (Q2306405) (← links)
• Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
• \textit{A posteriori} error estimation for the steady Navier-Stokes equations in random domains (Q2308762) (← links)
• Multi-index stochastic collocation for random PDEs (Q2309190) (← links)
• The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system (Q2309786) (← links)
• Accelerating Monte Carlo estimation with derivatives of high-level finite element models (Q2309798) (← links)
• A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics (Q2310048) (← links)
• Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system (Q2310184) (← links)
• Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain (Q2310927) (← links)
• Estimation of exciton diffusion lengths of organic semiconductors in random domains (Q2311495) (← links)
• Multilevel path simulation to jump-diffusion process with superlinear drift (Q2311806) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
• Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation (Q2321088) (← links)
• Low variance couplings for stochastic models of intracellular processes with time-dependent rate functions (Q2325566) (← links)
• Exact variance-reduced simulation of lattice continuous-time Markov chains with applications in reaction networks (Q2325579) (← links)
• A multilevel Monte Carlo finite element method for the stochastic Cahn-Hilliard-Cook equation (Q2329607) (← links)
• Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI (Q2329796) (← links)
• Multilevel particle filters for Lévy-driven stochastic differential equations (Q2329798) (← links)
• Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
• Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
• A continuation multilevel Monte Carlo algorithm (Q2350720) (← links)
• A Milstein scheme for SPDEs (Q2351803) (← links)
• Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients (Q2351805) (← links)
• Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems (Q2353374) (← links)
• A multi-level dimension reduction Monte-Carlo method for jump-diffusion models (Q2360709) (← links)
• A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations (Q2374614) (← links)
• Dimension-independent likelihood-informed MCMC (Q2374891) (← links)
• Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method (Q2375153) (← links)
• Complexity of Banach space valued and parametric stochastic Itô integration (Q2396717) (← links)
• Approximation for non-smooth functionals of stochastic differential equations with irregular drift (Q2405375) (← links)
• An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium (Q2406621) (← links)
• Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
• Multifidelity importance sampling (Q2414635) (← links)
• Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method (Q2418937) (← links)
• Multi-fidelity non-intrusive polynomial chaos based on regression (Q2419306) (← links)
• Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case (Q2422732) (← links)
• A multigrid multilevel Monte Carlo method for transport in the Darcy-Stokes system (Q2425276) (← links)
• Cluster-based generalized multiscale finite element method for elliptic PDEs with random coefficients (Q2425289) (← links)
• Multilevel Monte Carlo simulation for Lévy processes based on the Wiener-Hopf factorisation (Q2434751) (← links)
• Efficient Monte Carlo simulation for integral functionals of Brownian motion (Q2442860) (← links)
• Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme (Q2454403) (← links)
• Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (Q2511559) (← links)
• Convergence of tamed Euler schemes for a class of stochastic evolution equations (Q2629196) (← links)