| Publication | Date of Publication | Type |
|---|
Accuracy of the ensemble Kalman filter in the near-linear setting
SIAM Journal on Numerical Analysis | 2026-03-31 | Paper |
Learning enhanced ensemble filters
Journal of Computational Physics | 2026-02-25 | Paper |
Autoencoders in function space
Journal of Machine Learning Research (JMLR) | 2025-12-09 | Paper |
Nonlocality and nonlinearity implies universality in operator learning
Constructive Approximation | 2025-10-10 | Paper |
Second order ensemble Langevin method for sampling and inverse problems
Communications in Mathematical Sciences | 2025-09-11 | Paper |
Efficient prior calibration from indirect data
SIAM Journal on Scientific Computing | 2025-08-09 | Paper |
The cost-accuracy trade-off in operator learning with neural networks
Journal of Machine Learning | 2025-07-22 | Paper |
Ensemble Kalman methods: a mean-field perspective
Acta Numerica | 2025-07-04 | Paper |
| Introduction to Gaussian process regression in Bayesian inverse problems, with new results on experimental design for weighted error measures | 2025-03-17 | Paper |
Gaussian measures conditioned on nonlinear observations: consistency, MAP estimators, and simulation
Statistics and Computing | 2025-02-13 | Paper |
Error analysis of kernel/GP methods for nonlinear and parametric PDEs
Journal of Computational Physics | 2024-12-04 | Paper |
The mean-field ensemble Kalman filter: near-Gaussian setting
SIAM Journal on Numerical Analysis | 2024-11-20 | Paper |
Operator learning using random features: a tool for scientific computing
SIAM Review | 2024-08-09 | Paper |
Learning homogenization for elliptic operators
SIAM Journal on Numerical Analysis | 2024-08-06 | Paper |
Learning about structural errors in models of complex dynamical systems
Journal of Computational Physics | 2024-07-15 | Paper |
Filtering dynamical systems using observations of statistics
Chaos | 2024-06-08 | Paper |
Consensus‐based sampling
Studies in Applied Mathematics | 2023-12-12 | Paper |
A framework for machine learning of model error in dynamical systems
Communications of the American Mathematical Society | 2023-10-17 | Paper |
A framework for machine learning of model error in dynamical systems
Communications of the American Mathematical Society | 2023-10-17 | Paper |
Convergence Rates for Learning Linear Operators from Noisy Data
SIAM/ASA Journal on Uncertainty Quantification | 2023-06-30 | Paper |
Learning Markovian Homogenized Models in Viscoelasticity
Multiscale Modeling & Simulation | 2023-06-30 | Paper |
Inverse Problems and Data Assimilation
(available as arXiv preprint) | 2023-06-28 | Paper |
| Error Analysis of Kernel/GP Methods for Nonlinear and Parametric PDEs | 2023-05-08 | Paper |
| The Nonlocal Neural Operator: Universal Approximation | 2023-04-25 | Paper |
Drift estimation of multiscale diffusions based on filtered data
Foundations of Computational Mathematics | 2023-02-16 | Paper |
Efficient derivative-free Bayesian inference for large-scale inverse problems
Inverse Problems | 2022-11-03 | Paper |
Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data
Journal of Computational Physics | 2022-10-11 | Paper |
| Ensemble Kalman Methods: A Mean Field Perspective | 2022-09-22 | Paper |
| Second Order Ensemble Langevin Method for Sampling and Inverse Problems | 2022-08-08 | Paper |
Ensemble inference methods for models with noisy and expensive likelihoods
SIAM Journal on Applied Dynamical Systems | 2022-07-15 | Paper |
Iterated Kalman methodology for inverse problems
Journal of Computational Physics | 2022-06-03 | Paper |
Solving and learning nonlinear PDEs with Gaussian processes
Journal of Computational Physics | 2022-04-29 | Paper |
Solving and learning nonlinear PDEs with Gaussian processes
Journal of Computational Physics | 2022-04-29 | Paper |
Calibrate, emulate, sample
Journal of Computational Physics | 2022-04-14 | Paper |
Calibrate, emulate, sample
Journal of Computational Physics | 2022-04-14 | Paper |
Efficient Derivative-free Bayesian Inference for Large-Scale Inverse Problems
(available as arXiv preprint) | 2022-04-09 | Paper |
| The Cost-Accuracy Trade-Off In Operator Learning With Neural Networks | 2022-03-24 | Paper |
Derivative-Free Bayesian Inversion Using Multiscale Dynamics
SIAM Journal on Applied Dynamical Systems | 2022-03-04 | Paper |
Learning stochastic closures using ensemble Kalman inversion
Transactions of Mathematics and Its Applications | 2022-01-25 | Paper |
Spectral analysis of weighted Laplacians arising in data clustering
Applied and Computational Harmonic Analysis | 2021-11-23 | Paper |
Spectral analysis of weighted Laplacians arising in data clustering
Applied and Computational Harmonic Analysis | 2021-11-23 | Paper |
Posterior consistency of semi-supervised regression on graphs
Inverse Problems | 2021-10-20 | Paper |
Posterior consistency of semi-supervised regression on graphs
Inverse Problems | 2021-10-20 | Paper |
The Random Feature Model for Input-Output Maps between Banach Spaces
SIAM Journal on Scientific Computing | 2021-09-22 | Paper |
Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation
Mathematics of Computation | 2021-09-02 | Paper |
Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation
Mathematics of Computation | 2021-09-02 | Paper |
Model reduction and neural networks for parametric PDEs
The SMAI journal of computational mathematics | 2021-08-31 | Paper |
Kernel Analog Forecasting: Multiscale Test Problems
Multiscale Modeling & Simulation | 2021-08-16 | Paper |
scientific article; zbMATH DE number 7370534 (Why is no real title available?)
(available as arXiv preprint) | 2021-07-09 | Paper |
| scientific article; zbMATH DE number 7370534 (Why is no real title available?) | 2021-07-09 | Paper |
Solving and Learning Nonlinear PDEs with Gaussian Processes
(available as arXiv preprint) | 2021-03-23 | Paper |
scientific article; zbMATH DE number 7306882 (Why is no real title available?)
(available as arXiv preprint) | 2021-02-05 | Paper |
| scientific article; zbMATH DE number 7306882 (Why is no real title available?) | 2021-02-05 | Paper |
Iterated Kalman Methodology For Inverse Problems
(available as arXiv preprint) | 2021-02-02 | Paper |
| Calibration and Uncertainty Quantification of Convective Parameters in an Idealized GCM | 2020-12-24 | Paper |
Reconciling Bayesian and perimeter regularization for binary inversion
SIAM Journal on Scientific Computing | 2020-11-09 | Paper |
Drift Estimation of Multiscale Diffusions Based on Filtered Data
(available as arXiv preprint) | 2020-09-28 | Paper |
Ensemble Kalman Inversion for Sparse Learning of Dynamical Systems from Time-Averaged Data
(available as arXiv preprint) | 2020-07-12 | Paper |
Large data and zero noise limits of graph-based semi-supervised learning algorithms
Applied and Computational Harmonic Analysis | 2020-06-30 | Paper |
Large data and zero noise limits of graph-based semi-supervised learning algorithms
Applied and Computational Harmonic Analysis | 2020-06-30 | Paper |
Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency
The SMAI journal of computational mathematics | 2020-06-03 | Paper |
Diffusive optical tomography in the Bayesian framework
Multiscale Modeling & Simulation | 2020-05-27 | Paper |
Tikhonov regularization within ensemble Kalman inversion
SIAM Journal on Numerical Analysis | 2020-05-20 | Paper |
The Random Feature Model for Input-Output Maps between Banach Spaces
(available as arXiv preprint) | 2020-05-20 | Paper |
Interacting Langevin diffusions: gradient structure and ensemble Kalman sampler
SIAM Journal on Applied Dynamical Systems | 2020-05-13 | Paper |
Inverse optimal transport
SIAM Journal on Applied Mathematics | 2020-02-26 | Paper |
Diffusion limit for the random walk Metropolis algorithm out of stationarity
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-11-20 | Paper |
Diffusion limit for the random walk Metropolis algorithm out of stationarity
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-11-20 | Paper |
Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation
Chinese Annals of Mathematics. Series B | 2019-11-15 | Paper |
Ergodicity and accuracy of optimal particle filters for Bayesian data assimilation
Chinese Annals of Mathematics. Series B | 2019-11-15 | Paper |
Ensemble Kalman methods with constraints
Inverse Problems | 2019-09-20 | Paper |
Ensemble Kalman methods with constraints
Inverse Problems | 2019-09-20 | Paper |
Ensemble Kalman inversion: a derivative-free technique for machine learning tasks
Inverse Problems | 2019-09-20 | Paper |
Ensemble Kalman inversion: a derivative-free technique for machine learning tasks
Inverse Problems | 2019-09-20 | Paper |
Spectral Analysis Of Weighted Laplacians Arising In Data Clustering
(available as arXiv preprint) | 2019-09-13 | Paper |
Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data
SIAM Journal on Applied Mathematics | 2019-08-26 | Paper |
Non-stationary phase of the MALA algorithm
Stochastic and Partial Differential Equations. Analysis and Computations | 2019-07-31 | Paper |
Consistency of semi-supervised learning algorithms on graphs: Probit and one-hot methods
(available as arXiv preprint) | 2019-06-18 | Paper |
Continuous Time Analysis of Momentum Methods
(available as arXiv preprint) | 2019-06-10 | Paper |
Random-Weight Particle Filtering of Continuous Time Processes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
| How deep are deep Gaussian processes? | 2018-11-21 | Paper |
How deep are deep Gaussian processes?
(available as arXiv preprint) | 2018-11-21 | Paper |
Weak error estimates for trajectories of SPDEs under spectral Galerkin discretization
Journal of Computational Mathematics | 2018-10-22 | Paper |
Evaluation of Gaussian approximations for data assimilation in reservoir models
Computational Geosciences | 2018-08-21 | Paper |
Evaluation of Gaussian approximations for data assimilation in reservoir models
Computational Geosciences | 2018-08-21 | Paper |
Uncertainty quantification in graph-based classification of high dimensional data
SIAM/ASA Journal on Uncertainty Quantification | 2018-07-19 | Paper |
Parameterizations for ensemble Kalman inversion
Inverse Problems | 2018-06-28 | Paper |
Parameterizations for ensemble Kalman inversion
Inverse Problems | 2018-06-28 | Paper |
Importance sampling: intrinsic dimension and computational cost
Statistical Science | 2018-05-18 | Paper |
Importance sampling: intrinsic dimension and computational cost
Statistical Science | 2018-05-18 | Paper |
Convergence analysis of ensemble Kalman inversion: the linear, noisy case
Applicable Analysis | 2018-05-02 | Paper |
Convergence analysis of ensemble Kalman inversion: the linear, noisy case
Applicable Analysis | 2018-05-02 | Paper |
Gaussian approximations for probability measures on \(\mathbb R^d\)
SIAM/ASA Journal on Uncertainty Quantification | 2018-04-19 | Paper |
Filter based methods for statistical linear inverse problems
Communications in Mathematical Sciences | 2018-04-06 | Paper |
Gaussian approximations of small noise diffusions in Kullback-Leibler divergence
Communications in Mathematical Sciences | 2018-04-06 | Paper |
Iterative updating of model error for Bayesian inversion
Inverse Problems | 2018-03-14 | Paper |
Iterative updating of model error for Bayesian inversion
Inverse Problems | 2018-03-14 | Paper |
Statistical analysis of differential equations: introducing probability measures on numerical solutions
Statistics and Computing | 2018-03-07 | Paper |
Hierarchical Bayesian level set inversion
Statistics and Computing | 2018-03-07 | Paper |
Hierarchical Bayesian level set inversion
Statistics and Computing | 2018-03-07 | Paper |
Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
Mathematics of Computation | 2018-01-12 | Paper |
Geometric MCMC for infinite-dimensional inverse problems
Journal of Computational Physics | 2017-12-14 | Paper |
| Uncertainty quantification in Bayesian inversion | 2017-11-06 | Paper |
Parameterizations for Ensemble Kalman Inversion
(available as arXiv preprint) | 2017-09-06 | Paper |
Gaussian approximations for transition paths in Brownian dynamics
SIAM Journal on Mathematical Analysis | 2017-08-25 | Paper |
Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
SIAM/ASA Journal on Uncertainty Quantification | 2017-06-28 | Paper |
Filter accuracy for the Lorenz 96 model: fixed versus adaptive observation operators
Physica D | 2017-06-14 | Paper |
Analysis of the ensemble Kalman filter for inverse problems
SIAM Journal on Numerical Analysis | 2017-06-08 | Paper |
Derivation and analysis of simplified filters
Communications in Mathematical Sciences | 2017-05-30 | Paper |
Panel: Challenges for mathematicians
European Mathematical Society Newsletter | 2016-12-30 | Paper |
A Bayesian level set method for geometric inverse problems
Interfaces and Free Boundaries | 2016-11-22 | Paper |
MAP estimators for piecewise continuous inversion
Inverse Problems | 2016-11-11 | Paper |
The Bayesian formulation of EIT: analysis and algorithms
Inverse Problems and Imaging | 2016-11-07 | Paper |
Long-time asymptotics of the filtering distribution for partially observed chaotic dynamical systems
SIAM ASA Journal on Uncertainty Quantification | 2016-04-06 | Paper |
Long-time asymptotics of the filtering distribution for partially observed chaotic dynamical systems
SIAM ASA Journal on Uncertainty Quantification | 2016-04-06 | Paper |
MCMC methods for functions: modifying old algorithms to make them faster
Statistical Science | 2016-03-02 | Paper |
MCMC methods for functions: modifying old algorithms to make them faster
Statistical Science | 2016-03-02 | Paper |
Sequential Monte Carlo methods for Bayesian elliptic inverse problems
Statistics and Computing | 2016-02-23 | Paper |
A function space HMC algorithm with second order Langevin diffusion limit
Bernoulli | 2016-02-22 | Paper |
A function space HMC algorithm with second order Langevin diffusion limit
Bernoulli | 2016-02-22 | Paper |
Data Assimilation
Texts in Applied Mathematics | 2015-07-03 | Paper |
A multiscale analysis of diffusions on rapidly varying surfaces
Journal of Nonlinear Science | 2015-05-12 | Paper |
A multiscale analysis of diffusions on rapidly varying surfaces
Journal of Nonlinear Science | 2015-05-12 | Paper |
Determining white noise forcing from Eulerian observations in the Navier-Stokes equation
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
Noisy gradient flow from a random walk in Hilbert space
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-01-23 | Paper |
Analysis of the Gibbs Sampler for Hierarchical Inverse Problems
SIAM/ASA Journal on Uncertainty Quantification | 2015-01-14 | Paper |
Analysis of the Gibbs Sampler for Hierarchical Inverse Problems
SIAM/ASA Journal on Uncertainty Quantification | 2015-01-14 | Paper |
Well-posed Bayesian geometric inverse problems arising in subsurface flow
Inverse Problems | 2014-12-17 | Paper |
Well-posed Bayesian geometric inverse problems arising in subsurface flow
Inverse Problems | 2014-12-17 | Paper |
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
The Annals of Applied Probability | 2014-11-21 | Paper |
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
The Annals of Applied Probability | 2014-11-21 | Paper |
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
Nonlinearity | 2014-10-29 | Paper |
Well-posedness and accuracy of the ensemble Kalman filter in discrete and continuous time
Nonlinearity | 2014-10-29 | Paper |
Bayesian posterior contraction rates for linear severely ill-posed inverse problems
Journal of Inverse and Ill-posed Problems | 2014-06-20 | Paper |
Bayesian posterior contraction rates for linear severely ill-posed inverse problems
Journal of Inverse and Ill-posed Problems | 2014-06-20 | Paper |
Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems
Stochastic Processes and their Applications | 2014-04-28 | Paper |
MAP estimators and their consistency in Bayesian nonparametric inverse problems
Inverse Problems | 2014-02-18 | Paper |
MAP estimators and their consistency in Bayesian nonparametric inverse problems
Inverse Problems | 2014-02-18 | Paper |
Optimal tuning of the hybrid Monte Carlo algorithm
Bernoulli | 2014-02-04 | Paper |
Complexity analysis of accelerated MCMC methods for Bayesian inversion
Inverse Problems | 2013-12-13 | Paper |
Analysis of the 3DVAR filter for the partially observed Lorenz '63 model
Discrete and Continuous Dynamical Systems | 2013-11-11 | Paper |
Ensemble Kalman methods for inverse problems
Inverse Problems | 2013-10-08 | Paper |
Ensemble Kalman methods for inverse problems
Inverse Problems | 2013-10-08 | Paper |
Accuracy and stability of the continuous-time 3DVAR filter for the Navier-Stokes equation
Nonlinearity | 2013-09-02 | Paper |
Parameter estimation for multiscale diffusions: an overview
Statistical Methods for Stochastic Differential Equations | 2013-04-03 | Paper |
| The Bayesian Approach To Inverse Problems | 2013-02-27 | Paper |
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
The Annals of Applied Probability | 2013-01-25 | Paper |
Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions
The Annals of Applied Probability | 2013-01-25 | Paper |
Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs
Stochastic Processes and their Applications | 2013-01-24 | Paper |
Nonparametric estimation of diffusions: a differential equations approach
Biometrika | 2012-09-21 | Paper |
Multiscale modelling and inverse problems
Lecture Notes in Computational Science and Engineering | 2012-08-21 | Paper |
Multiscale modelling and inverse problems
Lecture Notes in Computational Science and Engineering | 2012-08-21 | Paper |
Variational data assimilation using targetted random walks
International Journal for Numerical Methods in Fluids | 2012-07-23 | Paper |
Besov priors for Bayesian inverse problems
Inverse Problems and Imaging | 2012-07-12 | Paper |
Diffusion limits of the random walk Metropolis algorithm in high dimensions
The Annals of Applied Probability | 2012-07-08 | Paper |
Diffusion limits of the random walk Metropolis algorithm in high dimensions
The Annals of Applied Probability | 2012-07-08 | Paper |
Inverse problems: a Bayesian perspective
Acta Numerica | 2012-06-11 | Paper |
Sparse deterministic approximation of Bayesian inverse problems
Inverse Problems | 2012-05-07 | Paper |
Sparse deterministic approximation of Bayesian inverse problems
Inverse Problems | 2012-05-07 | Paper |
\(\Gamma \)-limit for transition paths of maximal probability
Journal of Statistical Physics | 2012-04-27 | Paper |
\(\Gamma \)-limit for transition paths of maximal probability
Journal of Statistical Physics | 2012-04-27 | Paper |
Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem
SIAM Journal on Numerical Analysis | 2012-02-22 | Paper |
Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem
SIAM Journal on Numerical Analysis | 2012-02-22 | Paper |
Kalman filtering and smoothing for linear wave equations with model error
Inverse Problems | 2011-10-12 | Paper |
Kalman filtering and smoothing for linear wave equations with model error
Inverse Problems | 2011-10-12 | Paper |
Hybrid Monte Carlo on Hilbert spaces
Stochastic Processes and their Applications | 2011-10-10 | Paper |
| Gradient Flow from a Random Walk in Hilbert Space | 2011-08-06 | Paper |
| Signal processing problems on function space: Bayesian formulation, stochastic PDEs and effective MCMC methods | 2011-07-13 | Paper |
Sampling conditioned hypoelliptic diffusions
The Annals of Applied Probability | 2011-05-11 | Paper |
A note on diffusion limits of chaotic skew-product flows
Nonlinearity | 2011-05-04 | Paper |
A note on diffusion limits of chaotic skew-product flows
Nonlinearity | 2011-05-04 | Paper |
Convergence of numerical time-averaging and stationary measures via Poisson equations
SIAM Journal on Numerical Analysis | 2011-03-15 | Paper |
Convergence of numerical time-averaging and stationary measures via Poisson equations
SIAM Journal on Numerical Analysis | 2011-03-15 | Paper |
Approximation of Bayesian Inverse Problems for PDEs
SIAM Journal on Numerical Analysis | 2011-02-28 | Paper |
Approximation of Bayesian Inverse Problems for PDEs
SIAM Journal on Numerical Analysis | 2011-02-28 | Paper |
A model for preferential concentration
Physics of Fluids | 2010-04-22 | Paper |
Parameter estimation for partially observed hypoelliptic diffusions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2010-04-08 | Paper |
Parameter estimation for partially observed hypoelliptic diffusions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2010-04-08 | Paper |
Remarks on drift estimation for diffusion processes
Multiscale Modeling & Simulation | 2010-03-30 | Paper |
Computational complexity of Metropolis-Hastings methods in high dimensions
Monte Carlo and Quasi-Monte Carlo Methods 2008 | 2010-02-15 | Paper |
Bayesian inverse problems for functions and applications to fluid mechanics
Inverse Problems | 2009-12-18 | Paper |
| MCMC methods for sampling function space | 2009-07-27 | Paper |
Optimal scalings for local Metropolis-Hastings chains on nonproduct targets in high dimensions
The Annals of Applied Probability | 2009-07-17 | Paper |
| Sampling conditioned diffusions | 2009-06-30 | Paper |
Calculating effective diffusivities in the limit of vanishing molecular diffusion
Journal of Computational Physics | 2009-03-09 | Paper |
Calculating effective diffusivities in the limit of vanishing molecular diffusion
Journal of Computational Physics | 2009-03-09 | Paper |
MCMC METHODS FOR DIFFUSION BRIDGES
Stochastics and Dynamics | 2008-12-11 | Paper |
Multiscale Methods
Texts Applied in Mathematics | 2008-04-14 | Paper |
Data assimilation: Mathematical and statistical perspectives
International Journal for Numerical Methods in Fluids | 2008-03-27 | Paper |
Analysis of SPDEs arising in path sampling. II: The nonlinear case
The Annals of Applied Probability | 2008-03-20 | Paper |
Homogenization for inertial particles in a random flow
Communications in Mathematical Sciences | 2008-02-15 | Paper |
The Moment Map: Nonlinear Dynamics of Density Evolution via a Few Moments
SIAM Journal on Applied Dynamical Systems | 2007-10-02 | Paper |
The Moment Map: Nonlinear Dynamics of Density Evolution via a Few Moments
SIAM Journal on Applied Dynamical Systems | 2007-10-02 | Paper |
An adaptive Euler-Maruyama scheme for SDEs: convergence and stability
IMA Journal of Numerical Analysis | 2007-07-23 | Paper |
An adaptive Euler-Maruyama scheme for SDEs: convergence and stability
IMA Journal of Numerical Analysis | 2007-07-23 | Paper |
Sampling the posterior: an approach to non-Gaussian data assimilation
Physica D | 2007-06-29 | Paper |
Parameter estimation for multiscale diffusions
Journal of Statistical Physics | 2007-06-21 | Paper |
| Monte Carlo studies of effective diffusivities for inertial particles | 2006-08-28 | Paper |
Analysis of SPDEs arising in path sampling. I: The Gaussian case
Communications in Mathematical Sciences | 2006-06-12 | Paper |
Analysis of SPDEs arising in path sampling. I: The Gaussian case
Communications in Mathematical Sciences | 2006-06-12 | Paper |
Conditional path sampling of SDEs and the Langevin MCMC method
Communications in Mathematical Sciences | 2006-01-16 | Paper |
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
Multiscale Modeling & Simulation | 2005-10-06 | Paper |
Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
Multiscale Modeling & Simulation | 2005-10-06 | Paper |
Periodic homogenization for inertial particles
Physica D | 2005-08-05 | Paper |
Periodic homogenization for inertial particles
Physica D | 2005-08-05 | Paper |
Extracting macroscopic dynamics: model problems and algorithms
Nonlinearity | 2005-02-28 | Paper |
Fitting SDE models to nonlinear Kac-Zwanzig heat bath models
Physica D | 2005-01-31 | Paper |
Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
LMS Journal of Computation and Mathematics | 2004-11-18 | Paper |
| scientific article; zbMATH DE number 2110604 (Why is no real title available?) | 2004-10-26 | Paper |
White Noise Limits for Inertial Particles in a Random Field
Multiscale Modeling & Simulation | 2004-03-17 | Paper |
INERTIAL PARTICLES IN A RANDOM FIELD
Stochastics and Dynamics | 2003-09-02 | Paper |
| scientific article; zbMATH DE number 1851001 (Why is no real title available?) | 2003-04-03 | Paper |
LONG-TERM BEHAVIOUR OF LARGE MECHANICAL SYSTEMS WITH RANDOM INITIAL DATA
Stochastics and Dynamics | 2003-03-05 | Paper |
Stiff oscillatory systems, delta jumps and white noise
Foundations of Computational Mathematics | 2003-02-04 | Paper |
Extracting macroscopic stochastic dynamics: Model problems
Communications on Pure and Applied Mathematics | 2003-01-28 | Paper |
Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
SIAM Journal on Numerical Analysis | 2003-01-05 | Paper |
The dynamical behavior of the discontinuous Galerkin method and related difference schemes
Mathematics of Computation | 2002-05-06 | Paper |
| Statistics from computations | 2002-02-07 | Paper |
Algorithms for particle-field simulations with collisions
Journal of Computational Physics | 2001-11-12 | Paper |
Analysis and experiments for a computational model of a heat bath
Journal of Statistical Physics | 2001-04-17 | Paper |
Underresolved simulations of heat baths
Journal of Computational Physics | 2001-01-01 | Paper |
A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
SIAM Journal on Numerical Analysis | 2000-10-19 | Paper |
| scientific article; zbMATH DE number 1424560 (Why is no real title available?) | 2000-08-21 | Paper |
Ergodicity of dissipative differential equations subject to random impulses
Journal of Differential Equations | 2000-04-10 | Paper |
Convergence results for the MATLAB ode23 routine
BIT | 1999-04-27 | Paper |
| scientific article; zbMATH DE number 1269194 (Why is no real title available?) | 1999-03-24 | Paper |
Persistence of invariant sets for dissipative evolution equations
Journal of Mathematical Analysis and Applications | 1999-03-17 | Paper |
Space-Time Continuous Analysis of Waveform Relaxation for the Heat Equation
SIAM Journal on Scientific Computing | 1998-09-21 | Paper |
On the Solution of Convection-Diffusion Boundary Value Problems Using Equidistributed Grids
SIAM Journal on Scientific Computing | 1998-09-21 | Paper |
Analysis of the dynamics of local error control via a piecewise continuous residual
BIT | 1998-08-02 | Paper |
| scientific article; zbMATH DE number 1069175 (Why is no real title available?) | 1998-03-12 | Paper |
Probabilistic and deterministic convergence proofs for software for initial value problems
Numerical Algorithms | 1998-03-12 | Paper |
Waveform relaxation as a dynamical system
Mathematics of Computation | 1997-06-15 | Paper |
| scientific article; zbMATH DE number 979834 (Why is no real title available?) | 1997-02-19 | Paper |
Viscous Cahn-Hilliard equation. II: Analysis
Journal of Differential Equations | 1996-07-28 | Paper |
Attractive invariant manifolds under approximation. Inertial manifolds
Journal of Differential Equations | 1996-07-04 | Paper |
| scientific article; zbMATH DE number 878937 (Why is no real title available?) | 1996-05-14 | Paper |
Discrete gevrey regularity attractors and uppers–semicontinuity for a finite difference approximation to the ginzburg–landau equation
Numerical Functional Analysis and Optimization | 1996-02-04 | Paper |
The Essential Stability of Local Error Control for Dynamical Systems
SIAM Journal on Numerical Analysis | 1996-02-01 | Paper |
The rate of error growth in Hamiltonian-conserving integrators
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 1995-08-10 | Paper |
| scientific article; zbMATH DE number 671796 (Why is no real title available?) | 1995-03-28 | Paper |
Numerical computations of coarsening in the one-dimensional Cahn-Hilliard model of phase separation
Physica D | 1995-03-22 | Paper |
Runge–Kutta Methods for Dissipative and Gradient Dynamical Systems
SIAM Journal on Numerical Analysis | 1995-03-01 | Paper |
Model Problems in Numerical Stability Theory for Initial Value Problems
SIAM Review | 1995-02-28 | Paper |
Blow-up in a System of Partial Differential Equations with Conserved First Integral. Part II: Problems with Convection
SIAM Journal on Applied Mathematics | 1994-10-13 | Paper |
The Global Dynamics of Discrete Semilinear Parabolic Equations
SIAM Journal on Numerical Analysis | 1994-07-31 | Paper |
| scientific article; zbMATH DE number 554740 (Why is no real title available?) | 1994-04-19 | Paper |
| scientific article; zbMATH DE number 484710 (Why is no real title available?) | 1994-01-13 | Paper |
Blowup in a Partial Differential Equation with Conserved First Integral
SIAM Journal on Applied Mathematics | 1993-11-01 | Paper |
The Numerical Computation of Heteroclinic Connections in Systems of Gradient Partial Differential Equations
SIAM Journal on Applied Mathematics | 1993-11-01 | Paper |
Corrections to: ``Singular limits in free boundary problems''
Rocky Mountain Journal of Mathematics | 1993-04-01 | Paper |
Numerical Wave Propagation in an Advection Equation with a Nonlinear Source Term
SIAM Journal on Numerical Analysis | 1993-01-16 | Paper |
A note on uniform in time error estimates for approximations to reaction-diffusion equations
IMA Journal of Numerical Analysis | 1993-01-16 | Paper |
Unified approach to spurious solutions introduced by time discretization Part II: BDF-like methods
IMA Journal of Numerical Analysis | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 32055 (Why is no real title available?) | 1992-06-28 | Paper |
A Unified Approach to Spurious Solutions Introduced by Time Discretisation. Part I: Basic Theory
SIAM Journal on Numerical Analysis | 1992-06-27 | Paper |
The Dynamics of the Theta Method
SIAM Journal on Scientific and Statistical Computing | 1992-06-26 | Paper |
Singular limits in free boundary problems
Rocky Mountain Journal of Mathematics | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4188820 (Why is no real title available?) | 1990-01-01 | Paper |
On the computation of blow-up
European Journal of Applied Mathematics | 1990-01-01 | Paper |
A MODEL FOR POROUS-MEDIUM COMBUSTION
The Quarterly Journal of Mechanics and Applied Mathematics | 1989-01-01 | Paper |
A Note on High/Low-Wave-Number Interactions in Spatially Discrete Parabolic Equations
IMA Journal of Applied Mathematics | 1989-01-01 | Paper |
Corrigendum: Volterra integral equations and a new Gronwall inequality (Part 1: The linear case)
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1989-01-01 | Paper |
Nonlinear Instability in Dissipative Finite Difference Schemes
SIAM Review | 1989-01-01 | Paper |
Linear Instability Implies Spurious Periodic Solutions
IMA Journal of Numerical Analysis | 1989-01-01 | Paper |
Singular Free Boundary Problems and Local Bifurcation Theory
SIAM Journal on Applied Mathematics | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4077802 (Why is no real title available?) | 1988-01-01 | Paper |
Similarity Solutions of a Heat Equation with Nonlinearly Varying Heat Capacity
IMA Journal of Applied Mathematics | 1988-01-01 | Paper |
Travelling Combustion Waves in a Porous Medium. Part II—Stability
SIAM Journal on Applied Mathematics | 1988-01-01 | Paper |
Travelling Combustion Waves in a Porous Medium. Part I—Existence
SIAM Journal on Applied Mathematics | 1988-01-01 | Paper |
Volterra integral equations and a new Gronwall inequality (Part I: The linear case)
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1987-01-01 | Paper |
Volterra integral equations and a new Gronwall inequality (Part II: The nonlinear case)
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1987-01-01 | Paper |
Parabolic Free Boundary Problems Arising in Porous Medium Combustion
IMA Journal of Applied Mathematics | 1987-01-01 | Paper |
Existence of Solutions of a Two-Point Free-Boundary Problem Arising in the Theory of Porous Medium Combustion
IMA Journal of Applied Mathematics | 1987-01-01 | Paper |
The Mean Field Ensemble Kalman Filter: Near-Gaussian Setting
(available as arXiv preprint) | N/A | Paper |
Learning Homogenization for Elliptic Operators
(available as arXiv preprint) | N/A | Paper |
Statistical Accuracy of Approximate Filtering Methods
(available as arXiv preprint) | N/A | Paper |
A Stochastic Model-Based Control Methodology for Glycemic Management in the Intensive Care Unit
(available as arXiv preprint) | N/A | Paper |
Discretization Error of Fourier Neural Operators
(available as arXiv preprint) | N/A | Paper |
