| Publication | Date of Publication | Type |
|---|
| 15 years of Adjoint Algorithmic Differentiation (AAD) in finance | 2025-01-06 | Paper |
| Approximation of an inverse of the incomplete beta function | 2024-11-13 | Paper |
| Multilevel path branching for digital options | 2024-10-16 | Paper |
| Approximating inverse cumulative distribution functions to produce approximate random variables | 2024-09-10 | Paper |
| Rounding error using low precision approximate random variables | 2024-07-19 | Paper |
| Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision | 2023-08-14 | Paper |
| MLMC techniques for discontinuous functions | 2023-01-07 | Paper |
| Multilevel Path Branching for Digital Options | 2022-09-07 | Paper |
| Block-structured compressible Navier-Stokes solution using the OPS high-level abstraction | 2022-05-03 | Paper |
| Analysis of nested multilevel Monte Carlo using approximate normal random variables | 2022-03-10 | Paper |
| Importance sampling for pathwise sensitivity of stochastic chaotic systems | 2021-10-26 | Paper |
| Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling | 2021-08-25 | Paper |
| Approximating inverse cumulative distribution functions to produce approximate random variables | 2020-12-17 | Paper |
| Rounding error using low precision approximate random variables | 2020-12-17 | Paper |
| Multilevel Monte Carlo estimation of the expected value of sample information | 2020-12-08 | Paper |
| An introduction to multilevel Monte Carlo methods | 2020-09-22 | Paper |
| QMC Sampling from Empirical Datasets | 2020-08-26 | Paper |
| Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift | 2020-08-17 | Paper |
| An adaptive random bit multilevel algorithm for SDEs | 2020-07-27 | Paper |
| Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations | 2020-02-26 | Paper |
| Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling | 2019-11-27 | Paper |
| Generalised multilevel Picard approximations | 2019-11-08 | Paper |
| Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI | 2019-10-18 | Paper |
| Random bit multilevel algorithms for stochastic differential equations | 2019-09-19 | Paper |
| Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation | 2019-08-28 | Paper |
| Multilevel nested simulation for efficient risk estimation | 2019-08-12 | Paper |
| Multilevel Monte Carlo method for ergodic SDEs without contractivity | 2019-05-10 | Paper |
| An Adaptive Random Bit Multilevel Algorithm for SDEs | 2019-02-26 | Paper |
| Random bit quadrature and approximation of distributions on Hilbert spaces | 2019-02-21 | Paper |
| Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift | 2019-02-18 | Paper |
| Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients | 2019-02-18 | Paper |
| MLMC for nested expectations | 2019-01-22 | Paper |
| Multilevel estimation of expected exit times and other functionals of stopped diffusions | 2019-01-21 | Paper |
| Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes | 2019-01-21 | Paper |
| Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes | 2018-03-13 | Paper |
| Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling | 2018-02-22 | Paper |
| Multilevel Monte Carlo for exponential Lévy models | 2017-10-23 | Paper |
| Manycore algorithms for batch scalar and block tridiagonal solvers | 2017-06-30 | Paper |
| Adaptive Multilevel Monte Carlo Approximation of Distribution Functions | 2017-06-21 | Paper |
| Quasi-Monte Carlo for finance applications | 2017-04-12 | Paper |
| Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift: Part II, infinite time interval | 2017-03-20 | Paper |
| Non-nested adaptive timesteps in multilevel Monte Carlo computations | 2017-01-20 | Paper |
| Extending the multi-level method for the simulation of stochastic biological systems | 2016-11-30 | Paper |
| Algorithm 955: Approximation of the inverse Poisson cumulative distribution function | 2016-10-24 | Paper |
| Multilevel Monte Carlo for Scalable Bayesian Computations | 2016-09-15 | Paper |
| Multilevel Monte Carlo approximation of distribution functions and densities | 2015-09-09 | Paper |
| Multilevel Monte Carlo methods | 2015-06-08 | Paper |
| Multilevel Monte Carlo methods | 2014-10-31 | Paper |
| Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs | 2014-10-31 | Paper |
| Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation | 2014-08-06 | Paper |
| Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients | 2013-11-13 | Paper |
| Multilevel Monte Carlo methods for applications in finance | 2013-09-24 | Paper |
| Multilevel path simulation for jump-diffusion SDEs | 2013-07-31 | Paper |
| Computing Greeks using multilevel path simulation | 2013-07-31 | Paper |
| Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance | 2013-01-25 | Paper |
| Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients | 2012-05-09 | Paper |
| Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. I: Linearized approximations and linearized output functionals | 2011-04-11 | Paper |
| Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. II: Adjoint approximations and extensions | 2011-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3084851 | 2011-03-25 | Paper |
| Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff | 2010-04-22 | Paper |
| Vibrato Monte Carlo sensitivities | 2010-02-15 | Paper |
| Multilevel quasi-Monte Carlo path simulation | 2010-01-13 | Paper |
| Multilevel Monte Carlo Path Simulation | 2009-08-13 | Paper |
| Pricing Exotic Options Using Strong Convergence Properties | 2009-03-31 | Paper |
| Collected matrix derivative results for forward and reverse mode algorithmic differentiation | 2008-10-17 | Paper |
| Variance reduction through multilevel Monte Carlo path calculations | 2008-07-29 | Paper |
| Improved multilevel Monte Carlo convergence using the Milstein scheme | 2008-06-11 | Paper |
| Sharp error estimates for discretizations of the 1D convection–diffusion equation with Dirac initial data | 2007-05-14 | Paper |
| Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality | 2006-12-18 | Paper |
| Stabilization of a Linearized Navier-Stokes Solver for Turbomachinery Aeroelasticity | 2005-03-30 | Paper |
| Discrete Adjoint Approximations with Shocks | 2005-03-14 | Paper |
| Progress in adjoint error correction for integral functionals | 2005-02-08 | Paper |
| Adjoint and defect error bounding and correction for functional estimates | 2004-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416719 | 2003-08-05 | Paper |
| The harmonic adjoint approach to unsteady turbomachinery design | 2003-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4511168 | 2002-07-22 | Paper |
| Stability analysis of preconditioned approximations of the Euler equations on unstructured meshes | 2002-06-26 | Paper |
| An introduction to the adjoint approach to design | 2002-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4803214 | 2002-01-01 | Paper |
| Analytic adjoint solutions for the quasi-one-dimensional Euler equations | 2001-08-30 | Paper |
| Adjoint Recovery of Superconvergent Functionals from PDE Approximations | 2000-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247218 | 2000-07-05 | Paper |
| Eigenmode analysis of boundary conditions for the one-dimensional preconditioned Euler equations | 2000-05-25 | Paper |
| Implicit time-accurate solutions on unstructured dynamic grids | 1999-04-07 | Paper |
| Stability analysis of numerical interface conditions in fluid-structure thermal analysis | 1998-08-02 | Paper |
| Stability analysis of a Galerkin/Runge-Kutta Navier-Stokes discretisation on unstructured tetrahedral grids | 1998-01-29 | Paper |
| On the stability and convergence of discretizations of initial value p.d.e.s | 1997-12-14 | Paper |
| STABILITY AND ACCURACY OF NUMERICAL BOUNDARY CONDITIONS IN AEROELASTIC ANALYSIS | 1997-12-08 | Paper |
| Preconditioned multigrid methods for compressible flow calculations on stretched meshes | 1997-11-06 | Paper |
| Simultaneous viscous-inviscid coupling via transpiration | 1996-04-01 | Paper |
| Validity of linearized unsteady Euler equations with shock capturing | 1994-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4693891 | 1993-06-29 | Paper |
| Viscous-inviscid analysis of transonic and low Reynolds number airfoils | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3741299 | 1986-01-01 | Paper |
| Propagation and stability of wavelike solutions of finite difference equations with variable coefficients | 1985-01-01 | Paper |
| A numerical study of the steady scalar convective diffusion equation for small viscosity | 1984-01-01 | Paper |
