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The following pages link to Multilevel Monte Carlo method with applications to stochastic partial differential equations (Q4902859):

Displaying 45 items.

Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978) (← links)
Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (Q487684) (← links)
A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (Q550167) (← links)
Numerical analysis of lognormal diffusions on the sphere (Q1617250) (← links)
Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters (Q1713864) (← links)
An efficient ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations (Q1986450) (← links)
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise (Q1996954) (← links)
Numerical analysis of a second order ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations (Q2074875) (← links)
Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434) (← links)
Fast and accurate artificial compressibility ensemble algorithms for computing parameterized Stokes-Darcy flow ensembles (Q2111177) (← links)
SAV decoupled ensemble algorithms for fast computation of Stokes-Darcy flow ensembles (Q2246375) (← links)
Central limit theorems for multilevel Monte Carlo methods (Q2274410) (← links)
The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system (Q2309786) (← links)
A pressure-correction ensemble scheme for computing evolutionary Boussinesq equations (Q2316220) (← links)
A multilevel Monte Carlo finite element method for the stochastic Cahn-Hilliard-Cook equation (Q2329607) (← links)
Iterative multilevel particle approximation for McKean-Vlasov SDEs (Q2330461) (← links)
Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients (Q2402559) (← links)
Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846) (← links)
On multilevel Monte Carlo methods for deterministic and uncertain hyperbolic systems (Q2683061) (← links)
Multilevel ensemble transform particle filtering (Q2805012) (← links)
The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) (← links)
Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs (Q2926224) (← links)
Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo (Q2957024) (← links)
Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations (Q2957031) (← links)
A Note on the Importance of Weak Convergence Rates for SPDE Approximations in Multilevel Monte Carlo Schemes (Q2957052) (← links)
Ninomiya-Victoir scheme : Multilevel Monte Carlo estimators and discretization of the involved Ordinary Differential Equations (Q4606416) (← links)
Ensemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion Problems (Q4636367) (← links)
Stochastic finite element methods for partial differential equations with random input data (Q4683917) (← links)
Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices (Q4960977) (← links)
Rapid Covariance-Based Sampling of Linear SPDE Approximations in the Multilevel Monte Carlo Method (Q5117943) (← links)
Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification (Q5141287) (← links)
A Multiscale Multilevel Monte Carlo Method for Multiscale Elliptic PDEs with Random Coefficients (Q5142967) (← links)
An Artificial Compressibility Crank--Nicolson Leap-Frog Method for the Stokes--Darcy Model and Application in Ensemble Simulations (Q5151928) (← links)
Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo (Q5161745) (← links)
An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data (Q5254894) (← links)
Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems (Q5270835) (← links)
Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs (Q5411170) (← links)
Uncertainty Quantification for Hyperbolic Conservation Laws with Flux Coefficients Given by Spatiotemporal Random Fields (Q5739802) (← links)
Regularity analysis and numerical resolution of the Pharmacokinetics (PK) equation for cisplatin with random coefficients and initial conditions (Q5855715) (← links)
Highly efficient ensemble algorithms for computing the Stokes-Darcy equations (Q6120150) (← links)
Localized Orthogonal Decomposition for a Multiscale Parabolic Stochastic Partial Differential Equation (Q6150470) (← links)
An artificial compressibility ensemble algorithm for a stochastic Stokes-Darcy model with random hydraulic conductivity and interface conditions (Q6497680) (← links)
A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588) (← links)