Andrea Barth

Available identifiers

zbMath Open barth.andreaWikidataQ102358587 ScholiaQ102358587MaRDI QIDQ639368

List of research outcomes

Publication	Date of Publication	Type
On properties and applications of Gaussian subordinated Lévy fields	2023-07-25	Paper
Subordinated Gaussian random fields in elliptic partial differential equations	2023-07-18	Paper
Quasi continuous level Monte Carlo for random elliptic PDEs	2023-03-15	Paper
On some distributional properties of subordinated Gaussian random fields	2023-02-17	Paper
Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient	2022-11-22	Paper
Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients	2022-10-09	Paper
An anisotropic selection scheme for variational optical flow methods with order-adaptive regularisation	2021-12-20	Paper
Multilevel Monte Carlo estimators for elliptic PDEs with L\'evy-type diffusion coefficient	2021-08-12	Paper
Scalar conservation laws with stochastic discontinuous flux function	2021-07-01	Paper
Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise	2021-03-01	Paper
A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients	2020-08-26	Paper
Hyperbolic Conservation Laws with Stochastic Discontinuous Flux Functions	2020-08-25	Paper
Stochastic Transport with L\'evy Noise -- Fully Discrete Numerical Approximation	2019-10-31	Paper
Data-Driven Time Parallelism via Forecasting	2019-08-28	Paper
Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario	2019-05-28	Paper
A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients	2019-02-06	Paper
Finite volume methods for hyperbolic partial differential equations with spatial noise	2019-01-23	Paper
A Study of Elliptic Partial Differential Equations with Jump Diffusion Coefficients	2019-01-21	Paper
Approximation and simulation of infinite-dimensional Lévy processes	2018-11-07	Paper
Detecting stochastic inclusions in electrical impedance tomography	2017-12-13	Paper
Uncertainty quantification for linear hyperbolic equations with stochastic process or random field coefficients	2017-09-08	Paper
Multilevel Monte Carlo Simulation of Statistical Solutions to the Navier–Stokes Equations	2017-01-20	Paper
Uncertainty Quantification for Hyperbolic Conservation Laws with Flux Coefficients Given by Spatiotemporal Random Fields	2016-07-20	Paper
The forward dynamics in energy markets – infinite-dimensional modelling and simulation	2016-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q2790538	2016-03-04	Paper
Optimal risk and liquidity management with costly refinancing opportunities	2015-01-28	Paper
Multilevel Monte Carlo Methods for Stochastic Elliptic Multiscale PDEs	2014-04-22	Paper
\(L^p\) and almost sure convergence of a Milstein scheme for stochastic partial differential equations	2013-04-22	Paper
Multilevel Monte Carlo method for parabolic stochastic partial differential equations	2013-04-03	Paper
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises	2013-02-18	Paper
Multilevel Monte Carlo method with applications to stochastic partial differential equations	2013-01-18	Paper
Simulation of stochastic partial differential equations using finite element methods	2012-11-09	Paper
Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients	2011-09-20	Paper
Hedging of Spatial Temperature Risk with Market-Traded Futures	2011-06-03	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Andrea Barth