Submitted manuscripts:
- Abdul-Lateef Haji-Ali, Fabio Nobile, Erik von Schwerin, and Raúl Tempone,
Optimization of mesh hierarchies in Multilevel Monte Carlo samplers,
Accepted for publication in “Stochastic Partial Differential Equations: Analysis and Computations” 2015.
Electronic access here
Selected publications:
- Nathan Collier, Abdul-Lateef Haji-Ali, Fabio Nobile, Erik von Schwerin, and Raúl Tempone,
A Continuation Multilevel Monte Carlo algorithm,
BIT Numerical Mathematics, June 2015, Volume 55, Issue 2, pp 399-432 - Christian Bayer, Håkon Hoel, Erik von Schwerin, and Raúl Tempone,
On non-asymptotic optimal stopping criteria in Monte Carlo Simulations,
SIAM Journal on Scientific Computing, 2014, Vol. 36, No. 2 : pp. A869-A885 - Giovanni Migliorati, Fabio Nobile, Erik von Schwerin, and Raúl Tempone,
Analysis of Discrete L² Projection on Polynomial Spaces with Random Evaluations,
Foundations of Computational Mathematics, 2014, Vol. 14, No. 3 : pp. 419-456 - Giovanni Migliorati, Fabio Nobile, Erik von Schwerin, and Raúl Tempone,
Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete L² Projection on Polynomial Spaces,
SIAM Journal on Scientific Computing, 2013, Vol. 35, No. 3 : pp. A1440-A1460 - Håkon Hoel, Erik von Schwerin, Anders Szepessy, and Raúl Tempone,
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm,
Monte Carlo Methods and Applications, 2014, Vol. 20, No. 1 : pp. 1-41.
Self-archived full text - Erik von Schwerin and Anders Szepessy,
A stochastic phase-field model determined from molecular dynamics,
ESAIM: Mathematical Modelling and Numerical Analysis, 2010, Vol. 44, No. 4 : pp. 627-646.
Self-archived full text