| Publication | Date of Publication | Type |
|---|
Uncertainty quantification analysis of bifurcations of the Allen-Cahn equation with random coefficients
Physica D | 2024-12-06 | Paper |
Bayesian inference with subset simulation in varying dimensions applied to the Karhunen-Loève expansion
International Journal for Numerical Methods in Engineering | 2024-06-12 | Paper |
| Consensus-based rare event estimation | 2023-04-18 | Paper |
The ensemble Kalman filter for rare event estimation
SIAM/ASA Journal on Uncertainty Quantification | 2022-03-10 | Paper |
Asymptotic analysis of multilevel best linear unbiased estimators
SIAM/ASA Journal on Uncertainty Quantification | 2021-08-24 | Paper |
Error analysis for probabilities of rare events with approximate models
SIAM Journal on Numerical Analysis | 2021-07-19 | Paper |
A practical example for the non-linear Bayesian filtering of model parameters
Lecture Notes in Computational Science and Engineering | 2020-12-18 | Paper |
Multilevel sequential importance sampling for rare event estimation
SIAM Journal on Scientific Computing | 2020-08-05 | Paper |
On multilevel best linear unbiased estimators
SIAM/ASA Journal on Uncertainty Quantification | 2020-07-02 | Paper |
Fast sampling of parameterised Gaussian random fields
Computer Methods in Applied Mechanics and Engineering | 2020-04-16 | Paper |
Multilevel adaptive sparse Leja approximations for Bayesian inverse problems
SIAM Journal on Scientific Computing | 2020-02-20 | Paper |
| Certified and fast computations with shallow covariance kernels | 2020-01-24 | Paper |
Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
SIAM/ASA Journal on Uncertainty Quantification | 2019-10-17 | Paper |
Bayesian Parameter Identification in Cahn--Hilliard Models for Biological Growth
SIAM/ASA Journal on Uncertainty Quantification | 2019-08-12 | Paper |
Analysis of boundary effects on PDE-based sampling of Whittle-Mat\'ern random fields
(available as arXiv preprint) | 2018-09-20 | Paper |
Multilevel sequential Monte Carlo for Bayesian inverse problems
Journal of Computational Physics | 2018-08-01 | Paper |
Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems
Mathematics of Computation | 2017-07-03 | Paper |
Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
SIAM/ASA Journal on Uncertainty Quantification | 2017-06-28 | Paper |
Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods
Stochastic and Partial Differential Equations. Analysis and Computations | 2017-02-03 | Paper |
Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods
Stochastic and Partial Differential Equations. Analysis and Computations | 2017-02-03 | Paper |
Multilevel estimation of rare events
SIAM/ASA Journal on Uncertainty Quantification | 2015-11-12 | Paper |
Solving Log-Transformed Random Diffusion Problems by Stochastic Galerkin Mixed Finite Element Methods
SIAM/ASA Journal on Uncertainty Quantification | 2015-09-09 | Paper |
Erratum: ``Preconditioning stochastic Galerkin saddle point systems''
SIAM Journal on Matrix Analysis and Applications | 2014-08-21 | Paper |
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
Numerische Mathematik | 2013-11-13 | Paper |
On the convergence of generalized polynomial chaos expansions
European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis | 2013-09-05 | Paper |
Efficient iterative solvers for stochastic Galerkin discretizations of log-transformed random diffusion problems
SIAM Journal on Scientific Computing | 2012-08-23 | Paper |
A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations
SIAM Journal on Scientific Computing | 2011-03-16 | Paper |
Preconditioning Stochastic Galerkin Saddle Point Systems
SIAM Journal on Matrix Analysis and Applications | 2011-03-02 | Paper |
Stochastic Galerkin matrices
SIAM Journal on Matrix Analysis and Applications | 2010-11-04 | Paper |
Efficient solvers for a linear stochastic Galerkin mixed formulation of diffusion problems with random data
SIAM Journal on Scientific Computing | 2010-05-06 | Paper |
Computational aspects of the stochastic finite element method
Computing and Visualization in Science | 2007-09-20 | Paper |
Uncertainty quantification analysis of bifurcations of the Allen--Cahn equation with random coefficients
(available as arXiv preprint) | N/A | Paper |
