Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems
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- Improved multilevel Monte Carlo convergence using the Milstein scheme
- Monotone multigrid methods for elliptic variational inequalities. I
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
- Multilevel Monte Carlo finite element methods for stochastic elliptic variational inequalities
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Multilevel Monte Carlo Path Simulation
- Rate of convergence for some constraint decomposition methods for nonlinear variational inequalities
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
Cited in
(34)- Convergence analysis of multifidelity Monte Carlo estimation
- Stochastic Galerkin approximation of the Reynolds equation with irregular film thickness
- Stochastic turbulence modeling in RANS simulations via multilevel Monte Carlo
- A parametric acceleration of multilevel Monte Carlo convergence for nonlinear variably saturated flow
- Quantifying uncertain system outputs via the multilevel Monte Carlo method. I: Central moment estimation
- High-dimensional and higher-order multifidelity Monte Carlo estimators
- Approximation of probability density functions by the multilevel Monte Carlo maximum entropy method
- Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method
- Multilevel ensemble Kalman filtering
- Multifidelity Monte Carlo estimation of variance and sensitivity indices
- Multilevel sequential Monte Carlo with dimension-independent likelihood-informed proposals
- On multilevel best linear unbiased estimators
- Adaptive multilevel Monte Carlo methods for stochastic variational inequalities
- Multilevel Monte Carlo approximation of functions
- Multilevel control variates for uncertainty quantification in simulations of cloud cavitation
- Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices
- Physics information aided kriging using stochastic simulation models
- Estimation of arbitrary order central statistical moments by the multilevel Monte Carlo method
- A multilevel Monte Carlo estimator for matrix multiplication
- Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients
- Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
- A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity
- Advanced Multilevel Monte Carlo Methods
- Semi-reduced order stochastic finite element methods for solving contact problems with uncertainties
- Monte Carlo convergence rates for kth moments in Banach spaces
- Efficient estimation of expected information gain in Bayesian experimental design with multi-index Monte Carlo
- Stochastic arbitrary Lagrangian-Eulerian formalism for stochastic rolling contact analysis
- Multilevel Monte Carlo metamodeling for variance function estimation
- Risk-averse optimal control of random elliptic variational inequalities
- Multi-level data assimilation for ocean forecasting using the shallow-water equations
- Stochastic augmented Lagrangian multiplier methods for stochastic contact analysis
- Multifidelity covariance estimation via regression on the manifold of symmetric positive definite matrices
- Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
- Numerical analysis of stochastic elliptic variational inequalities of the first kind
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