The following pages link to Michael B. Giles (Q222185):
Displaying 50 items.
- Extending the multi-level method for the simulation of stochastic biological systems (Q347028) (← links)
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (Q380318) (← links)
- (Q416121) (redirect page) (← links)
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (Q416123) (← links)
- Progress in adjoint error correction for integral functionals (Q706537) (← links)
- Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff (Q964681) (← links)
- A numerical study of the steady scalar convective diffusion equation for small viscosity (Q1062566) (← links)
- Propagation and stability of wavelike solutions of finite difference equations with variable coefficients (Q1069680) (← links)
- Stability analysis of a Galerkin/Runge-Kutta Navier-Stokes discretisation on unstructured tetrahedral grids (Q1357331) (← links)
- Preconditioned multigrid methods for compressible flow calculations on stretched meshes (Q1372003) (← links)
- Stability analysis of preconditioned approximations of the Euler equations on unstructured meshes (Q1601540) (← links)
- Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling (Q1700739) (← links)
- Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift (Q1722519) (← links)
- Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients (Q1722523) (← links)
- Random bit quadrature and approximation of distributions on Hilbert spaces (Q1727983) (← links)
- Adjoint and defect error bounding and correction for functional estimates (Q1887761) (← links)
- Simultaneous viscous-inviscid coupling via transpiration (Q1902370) (← links)
- Eigenmode analysis of boundary conditions for the one-dimensional preconditioned Euler equations (Q1979143) (← links)
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
- Random bit multilevel algorithms for stochastic differential equations (Q2274401) (← links)
- Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
- Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation (Q2321088) (← links)
- Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI (Q2329796) (← links)
- Multilevel Monte Carlo for exponential Lévy models (Q2412390) (← links)
- Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (Q2511559) (← links)
- Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846) (← links)
- Analytic adjoint solutions for the quasi-one-dimensional Euler equations (Q2706936) (← links)
- Algorithm 955 (Q2828169) (← links)
- Multilevel Monte Carlo methods for applications in finance (Q2849669) (← links)
- Multilevel Monte Carlo Methods (Q2926211) (← links)
- Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs (Q2926224) (← links)
- Multilevel Monte Carlo Approximation of Distribution Functions and Densities (Q2945150) (← links)
- Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations (Q2957039) (← links)
- Quasi-Monte Carlo for finance applications (Q2976034) (← links)
- (Q3084851) (← links)
- 2. An adaptive random bit multilevel algorithm for SDEs (Q3300050) (← links)
- Multilevel Monte Carlo Path Simulation (Q3392195) (← links)
- Vibrato Monte Carlo Sensitivities (Q3405448) (← links)
- Adjoint methods for PDEs: <i>a posteriori</i> error analysis and postprocessing by duality (Q3413744) (← links)
- Sharp error estimates for discretizations of the 1D convection–diffusion equation with Dirac initial data (Q3437239) (← links)
- (Q3504233) (← links)
- (Q3515761) (← links)
- (Q3528767) (← links)
- Pricing Exotic Options Using Strong Convergence Properties (Q3618162) (← links)
- (Q3656688) (← links)
- (Q3741299) (← links)
- Viscous-inviscid analysis of transonic and low Reynolds number airfoils (Q3775202) (← links)
- (Q4247218) (← links)
- Validity of linearized unsteady Euler equations with shock capturing (Q4285176) (← links)
- STABILITY AND ACCURACY OF NUMERICAL BOUNDARY CONDITIONS IN AEROELASTIC ANALYSIS (Q4339920) (← links)
