The following pages link to (Q4433869):
Displaying 50 items.
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes (Q259571) (← links)
- Multilevel hybrid Chernoff tau-leap (Q285281) (← links)
- Multilevel Monte Carlo front-tracking for random scalar conservation laws (Q285286) (← links)
- Multi-level stochastic approximation algorithms (Q292915) (← links)
- Solver-based vs. grid-based multilevel Monte Carlo for two phase flow and transport in random heterogeneous porous media (Q349038) (← links)
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (Q416123) (← links)
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions (Q417868) (← links)
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity (Q506615) (← links)
- Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods (Q507013) (← links)
- Multilevel approximate Bayesian approaches for flows in highly heterogeneous porous media and their applications (Q508047) (← links)
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370) (← links)
- Efficient gluing of numerical continuation and a multiple solution method for elliptic PDEs (Q669408) (← links)
- Practical error bounds for a non-intrusive bi-fidelity approach to parametric/stochastic model reduction (Q725460) (← links)
- Multilevel Monte Carlo simulation of Coulomb collisions (Q728652) (← links)
- Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium (Q729531) (← links)
- Unbiased estimation of the solution to Zakai's equation (Q777905) (← links)
- Infinite-dimensional quadrature and approximation of distributions (Q839653) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q983180) (← links)
- Numerical analysis of lognormal diffusions on the sphere (Q1617250) (← links)
- Chebyshev interpolation for parametric option pricing (Q1650947) (← links)
- Convergence analysis of multifidelity Monte Carlo estimation (Q1651008) (← links)
- Coupling importance sampling and multilevel Monte Carlo using sample average approximation (Q1657808) (← links)
- Multilevel Monte Carlo methods using ensemble level mixed MsFEM for two-phase flow and transport simulations (Q1663454) (← links)
- Multilevel tensor approximation of PDEs with random data (Q1685682) (← links)
- A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems (Q1686578) (← links)
- Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling (Q1700739) (← links)
- Coarse-scale data assimilation as a generic alternative to localization (Q1702341) (← links)
- Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027) (← links)
- Optimal Monte Carlo methods for \(L^2\)-approximation (Q1731916) (← links)
- General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type (Q1740634) (← links)
- Sparse approximation of multilinear problems with applications to kernel-based methods in UQ (Q1749442) (← links)
- Convergence rate of strong approximations of compound random maps, application to SPDEs (Q1756890) (← links)
- Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations (Q1799150) (← links)
- Multi-level arc combination with stochastic parameters. (Q1862557) (← links)
- A variance reducing multiplier for Monte Carlo integrations (Q1921104) (← links)
- Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532) (← links)
- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness (Q1987969) (← links)
- Multilevel ensemble Kalman filtering for spatio-temporal processes (Q1996221) (← links)
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
- A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit (Q2038421) (← links)
- Multilevel Monte Carlo method for topology optimization of flexoelectric composites with uncertain material properties (Q2058138) (← links)
- Isogeometric multilevel quadrature for forward and inverse random acoustic scattering (Q2060153) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- Markov chain simulation for multilevel Monte Carlo (Q2069944) (← links)
- A generalized probabilistic learning approach for multi-fidelity uncertainty quantification in complex physical simulations (Q2083198) (← links)
- Quantify uncertainty by estimating the probability density function of the output of interest using MLMC based Bayes method (Q2083326) (← links)
- Adaptive single- and multilevel stochastic collocation methods for uncertain gas transport in large-scale networks (Q2090690) (← links)
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling (Q2103434) (← links)
