The following pages link to (Q3504233):
Displayed 50 items.
- Multilevel Monte Carlo front-tracking for random scalar conservation laws (Q285286) (← links)
- Multi-level stochastic approximation algorithms (Q292915) (← links)
- Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations (Q373839) (← links)
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (Q380318) (← links)
- Multi-output local Gaussian process regression: applications to uncertainty quantification (Q385889) (← links)
- Higher-order time integration of Coulomb collisions in a plasma using Langevin equations (Q401573) (← links)
- Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (Q416123) (← links)
- Multi-level Monte Carlo finite volume methods for nonlinear systems of conservation laws in multi-dimensions (Q417868) (← links)
- Infinite-dimensional integration in weighted Hilbert spaces: anchored decompositions, optimal deterministic algorithms, and higher-order convergence (Q486680) (← links)
- Consistency and stability of a Milstein-Galerkin finite element scheme for semilinear SPDE (Q487684) (← links)
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
- Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods (Q507013) (← links)
- Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015) (← links)
- Multilevel approximate Bayesian approaches for flows in highly heterogeneous porous media and their applications (Q508047) (← links)
- A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations (Q550167) (← links)
- Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction (Q627246) (← links)
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370) (← links)
- Multilevel Monte Carlo for stochastic differential equations with additive fractional noise (Q666368) (← links)
- Multilevel Monte Carlo simulation of Coulomb collisions (Q728652) (← links)
- First order strong approximations of scalar SDEs defined in a domain (Q740810) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- On irregular functionals of SDEs and the Euler scheme (Q964680) (← links)
- Multi-level Monte Carlo algorithms for infinite-dimensional integration on \(\mathbb R^{\mathbb N}\) (Q983180) (← links)
- Weak Milstein scheme without commutativity condition and its error bound (Q1635492) (← links)
- Coupling importance sampling and multilevel Monte Carlo using sample average approximation (Q1657808) (← links)
- Multilevel Monte Carlo methods using ensemble level mixed MsFEM for two-phase flow and transport simulations (Q1663454) (← links)
- Multi-level Monte Carlo weak Galerkin method with nested meshes for stochastic Brinkman problem (Q1675950) (← links)
- Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027) (← links)
- On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters (Q1713864) (← links)
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
- Brownian meanders, importance sampling and unbiased simulation of diffusion extremes (Q1939714) (← links)
- Multilevel Monte Carlo method for parabolic stochastic partial differential equations (Q1944017) (← links)
- Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations (Q1996938) (← links)
- Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- A multigrid multilevel Monte Carlo method for Stokes-Darcy model with random hydraulic conductivity and Beavers-Joseph condition (Q2067300) (← links)
- An MLMCE-HDG method for the convection diffusion equation with random diffusivity (Q2107163) (← links)
- A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model (Q2129156) (← links)
- Multilevel MC method for weak approximation of stochastic differential equation with the exact coupling scheme (Q2135071) (← links)
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients (Q2184812) (← links)
- The parallel finite element system M++ with integrated multilevel preconditioning and multilevel Monte Carlo methods (Q2217128) (← links)
- Discrete-time simulation of stochastic Volterra equations (Q2238886) (← links)
- Central limit theorem for the multilevel Monte Carlo Euler method (Q2258530) (← links)
- Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
- The optimal multilevel Monte-Carlo approximation of the stochastic drift-diffusion-Poisson system (Q2309786) (← links)
- Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system (Q2310184) (← links)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
- A continuation multilevel Monte Carlo algorithm (Q2350720) (← links)
- Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients (Q2351805) (← links)