research
∙
05/25/2023
Quasi continuous level Monte Carlo
Continuous level Monte Carlo is an unbiased, continuous version of the c...
share
research
∙
03/15/2023
Quasi continuous level Monte Carlo for random elliptic PDEs
This paper provides a framework in which multilevel Monte Carlo and cont...
research
∙
08/12/2021
Multilevel Monte Carlo estimators for elliptic PDEs with Lévy-type diffusion coefficient
General elliptic equations with spatially discontinuous diffusion coeffi...
research
∙
07/01/2021
Scalar conservation laws with stochastic discontinuous flux function
A variety of real-world applications are modeled via hyperbolic conserva...
research
∙
11/18/2020
Subordinated Gaussian Random Fields in Elliptic Partial Differential Equations
To model subsurface flow in uncertain heterogeneous fractured media an e...
research
∙
10/31/2019
A stochastic transport problem with Lévy noise: Fully discrete numerical approximation
Semilinear hyperbolic stochastic partial differential equations have var...
research
∙
02/08/2018