Pages that link to "Item:Q4902859"
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The following pages link to Multilevel Monte Carlo method with applications to stochastic partial differential equations (Q4902859):
Displaying 30 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)
- 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)
- 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)
- 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)
- Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients (Q2402559) (← links)
- Multilevel Ensemble Transform Particle Filtering (Q2805012) (← links)
- The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) (← 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)
- 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)
- 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)
- An Artificial Compressibility Crank--Nicolson Leap-Frog Method for the Stokes--Darcy Model and Application in Ensemble Simulations (Q5151928) (← links)
- An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data (Q5254894) (← 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)