scientific article; zbMATH DE number 2000348
From MaRDI portal
Publication:4433869
zbMATH Open1031.65005MaRDI QIDQ4433869FDOQ4433869
Authors: Stefan Heinrich
Publication date: 3 November 2003
Full work available at URL: http://link.springer.de/link/service/series/0558/bibs/2179/21790058.htm
Title of this publication is not available (Why is that?)
Recommendations
convergencevariance reductionmultilevel Monte Carlo methodsstochastic solution of integral equations
Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)
Cited In (only showing first 100 items - show all)
- Drift-preserving numerical integrators for stochastic Hamiltonian systems
- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
- Uncertainty quantification for the BGK model of the Boltzmann equation using multilevel variance reduced Monte Carlo methods
- Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling
- Unbiased inference for discretely observed hidden Markov model diffusions
- Multi-level arc combination with stochastic parameters.
- Complexity of Banach space valued and parametric stochastic Itô integration
- Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions
- Multilevel bootstrap particle filter
- Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion
- General multilevel adaptations for stochastic approximation algorithms of Robbins-Monro and Polyak-Ruppert type
- Multilevel Monte Carlo approximation of functions
- A multilevel Monte Carlo method for asymptotic-preserving particle schemes in the diffusive limit
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations
- Bi-fidelity approximation for uncertainty quantification and sensitivity analysis of irradiated particle-laden turbulence
- On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching
- Strong convergence analysis of iterative solvers for random operator equations
- Weighted essentially non-oscillatory stochastic Galerkin approximation for hyperbolic conservation laws
- An overview on deep learning-based approximation methods for partial differential equations
- Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
- Convergence rate of strong approximations of compound random maps, application to SPDEs
- Enhancing Accuracy of Deep Learning Algorithms by Training with Low-Discrepancy Sequences
- A multi-level procedure for enhancing accuracy of machine learning algorithms
- Multi-level Monte Carlo finite volume method for shallow water equations with uncertain parameters applied to landslides-generated tsunamis
- A multilevel Monte Carlo ensemble scheme for random parabolic PDEs
- A Study of Elliptic Partial Differential Equations with Jump Diffusion Coefficients
- Toeplitz Monte Carlo
- Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system
- The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system
- Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty
- Central limit theorems for coupled particle filters
- Coupling importance sampling and multilevel Monte Carlo using sample average approximation
- Modern Monte Carlo variants for uncertainty quantification in neutron transport
- A Multilevel Monte Carlo Algorithm for Parabolic Advection-Diffusion Problems with Discontinuous Coefficients
- Strong convergence for explicit space-time discrete numerical approximation methods for stochastic Burgers equations
- A generalized probabilistic learning approach for multi-fidelity uncertainty quantification in complex physical simulations
- Multilevel Markov Chain Monte Carlo
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning
- Nonasymptotic bounds for sampling algorithms without log-concavity
- Multilevel Monte Carlo method for topology optimization of flexoelectric composites with uncertain material properties
- Isogeometric multilevel quadrature for forward and inverse random acoustic scattering
- Numerical approximation of statistical solutions of scalar conservation laws
- Recycling samples in the multigrid multilevel (quasi-)Monte Carlo method
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations
- Numerical continuation and SPDE stability for the 2D cubic-quintic Allen-Cahn equation
- Multilevel tensor approximation of PDEs with random data
- Transfer learning based multi-fidelity physics informed deep neural network
- Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations
- Oscillation mitigation of hyperbolicity-preserving intrusive uncertainty quantification methods for systems of conservation laws
- Adaptive multiscale predictive modelling
- Advanced Multilevel Monte Carlo Methods
- Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling
- Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation
- Strong approximation of stochastic processes at random times and application to their exact simulation
- Antithetic multilevel sampling method for nonlinear functionals of measure
- Non-nested adaptive timesteps in multilevel Monte Carlo computations
- Quantify uncertainty by estimating the probability density function of the output of interest using MLMC based Bayes method
- Iterative multilevel particle approximation for McKean-Vlasov SDEs
- Multilevel quadrature for elliptic parametric partial differential equations in case of polygonal approximations of curved domains
- Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris-Lecar model
- Central limit theorem for the antithetic multilevel Monte Carlo method
- Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices
- Multilevel Monte Carlo approaches for numerical homogenization
- A multi-index quasi-Monte Carlo algorithm for lognormal diffusion problems
- Adaptive single- and multilevel stochastic collocation methods for uncertain gas transport in large-scale networks
- Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations
- Quantification of uncertain macroscopic material properties resulting from variations of microstructure morphology based on statistically similar volume elements: application to dual-phase steel microstructures
- Unbiased filtering of a class of partially observed diffusions
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions
- Chebyshev interpolation for parametric option pricing
- On Large Lag Smoothing for Hidden Markov Models
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks
- Unbiased estimators and multilevel Monte Carlo
- Analysis of nested multilevel Monte Carlo using approximate normal random variables
- Infinite-dimensional quadrature and approximation of distributions
- Multilevel Monte Carlo front-tracking for random scalar conservation laws
- Markov chain simulation for multilevel Monte Carlo
- Complexity of Multilevel Monte Carlo Tau-Leaping
- Numerical analysis of lognormal diffusions on the sphere
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
- A note on the importance of weak convergence rates for SPDE approximations in multilevel Monte Carlo schemes
- A fully adaptive multilevel stochastic collocation strategy for solving elliptic PDEs with random data
- Multi-level stochastic approximation algorithms
- Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes
- Practical error bounds for a non-intrusive bi-fidelity approach to parametric/stochastic model reduction
- Title not available (Why is that?)
- Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\)
- Multilevel ensemble Kalman filtering for spatio-temporal processes
- Multilevel Monte Carlo simulation of Coulomb collisions
- Multi-level Monte Carlo finite volume methods for uncertainty quantification of acoustic wave propagation in random heterogeneous layered medium
- Multilevel particle filters for the non-linear filtering problem in continuous time
- A multilevel stochastic collocation method for partial differential equations with random input data
- Multilevel Monte Carlo implementation for SDEs driven by truncated stable processes
- Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
- Monte Carlo complexity of parametric integration
- Multilevel approximation of parametric and stochastic PDES
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4433869)