Håkon Hoel

Available identifiers

Publication	Date of Publication	Type
A fast and accurate numerical method for the left tail of sums of independent random variables	2025-01-07	Paper
Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling	2022-12-13	Paper
Multi-index ensemble Kalman filtering	2022-10-11	Paper
Multilevel ensemble Kalman filtering for spatio-temporal processes	2021-03-03	Paper
Classical Langevin dynamics derived from quantum mechanics	2020-11-11	Paper
Numerical methods for conservation laws with rough flux	2020-03-06	Paper
Central limit theorems for multilevel Monte Carlo methods	2019-09-19	Paper
Path-dependent convex conservation laws	2018-05-28	Paper
Construction of a mean square error adaptive Euler-Maruyama method with applications in multilevel Monte Carlo	2017-01-20	Paper
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data	2017-01-04	Paper
Computational error estimates for Born-Oppenheimer molecular dynamics with nearly crossing potential surfaces	2015-11-16	Paper
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm	2014-03-14	Paper
A numerical scheme using multi-shockpeakons to compute solutions of the Degasperis-Procesi equation	2008-03-05	Paper

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