Håkon Hoel

MaRDI QIDQ1996220zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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

Research outcomes over time

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