Håkon Hoel

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
Higher-order adaptive methods for exit times of It\^o diffusions	2022-08-23	Paper
Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling	2021-08-02	Paper
Multi-index ensemble Kalman filtering	2021-04-15	Paper
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations	2021-01-04	Paper
Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators	2020-02-02	Paper
Multilevel ensemble Kalman filtering for spatially extended models	2016-08-30	Paper
Multilevel ensemble Kalman filtering SIAM Journal on Numerical Analysis	2016-06-22	Paper
On nonasymptotic optimal stopping criteria in Monte Carlo simulations SIAM Journal on Scientific Computing	2014-08-13	Paper
Adaptive multilevel Monte Carlo simulation Numerical Analysis of Multiscale Computations	2012-07-10	Paper
How accurate is molecular dynamics?	2011-04-05	Paper
Higher-order spring-coupled multilevel Monte Carlo method for invariant measures	N/A	Paper

Research outcomes over time

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