The following pages link to (Q3656688):
Displaying 38 items.
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (Q416123) (← links)
- Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence (Q486680) (← links)
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
- Deterministic multi-level algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q544124) (← links)
- Multilevel Monte Carlo simulation of Coulomb collisions (Q728652) (← links)
- Multilevel tensor approximation of PDEs with random data (Q1685682) (← links)
- An adaptive multilevel Monte Carlo algorithm for the stochastic drift-diffusion-Poisson system (Q2021187) (← links)
- Multi-index ensemble Kalman filtering (Q2083644) (← links)
- Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration (Q2291479) (← links)
- The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system (Q2309786) (← links)
- Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system (Q2310184) (← links)
- Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI (Q2329796) (← links)
- Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (Q2511559) (← links)
- Multilevel ensemble transform particle filtering (Q2805012) (← links)
- Infinite-dimensional integration on weighted Hilbert spaces (Q2840006) (← links)
- Multilevel Monte Carlo estimation of expected information gains (Q3298097) (← links)
- Modern Monte Carlo Variants for Uncertainty Quantification in Neutron Transport (Q4611813) (← links)
- A generalized Faulhaber inequality, improved bracketing covers, and applications to discrepancy (Q4956929) (← links)
- Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices (Q4960977) (← links)
- Unbiased Estimators and Multilevel Monte Carlo (Q4969336) (← links)
- Multilevel Designed Quadrature for Partial Differential Equations with Random Inputs (Q4986844) (← links)
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling (Q5010235) (← links)
- (Q5053316) (← links)
- Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs (Q5118854) (← links)
- A Multilevel Monte Carlo Estimator for Matrix Multiplication (Q5131979) (← links)
- Multilevel Quadrature for Elliptic Parametric Partial Differential Equations in Case of Polygonal Approximations of Curved Domains (Q5217601) (← links)
- Recycling Samples in the Multigrid Multilevel (Quasi-)Monte Carlo Method (Q5241242) (← links)
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems (Q5270835) (← links)
- Multilevel Path Simulation for Jump-Diffusion SDEs (Q5326141) (← links)
- A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems (Q5372657) (← links)
- Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods (Q5372658) (← links)
- An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations (Q5741177) (← links)
- Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient (Q5741190) (← links)
- A massively parallel implementation of multilevel Monte Carlo for finite element models (Q6094001) (← links)
- Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems (Q6500196) (← links)
- Approximating inverse cumulative distribution functions to produce approximate random variables (Q6601383) (← links)
- Modern Monte Carlo methods for efficient uncertainty quantification and propagation: a survey (Q6602125) (← links)
- Computational solution of stochastic differential equations (Q6607906) (← links)
