Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

• Weak convergence analysis in the particle limit of the McKean–Vlasov equation using stochastic flows of particle systems

  2025 IMA Journal of Applied Mathematics article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  1

  citations
• Estimation of uncertainties in the density driven flow in fractured porous media using MLMC

  2024 Engineering With Computers article Decision Sciences Probabilistic and Robust Engineering Design Open access

  3

  citations
• Estimation of uncertainties in the density driven flow in fractured porous media using MLMC

  2024 Research Square preprint Environmental Science Groundwater flow and contamination studies Open access

  1

  citations
• Uncertainty quantification in the Henry problem using the multilevel Monte Carlo method

  2024 Journal of Computational Physics article Decision Sciences Probabilistic and Robust Engineering Design Open access

  5

  citations
• Higher-order adaptive methods for exit times of Itô diffusions

  2023 IMA Journal of Numerical Analysis article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  1

  citations
• Uncertainty Quantification in Coastal Aquifers Using the Multilevel Monte Carlo Method

  2023 Preprints.org preprint Decision Sciences Probabilistic and Robust Engineering Design Open access

  1

  citations
• Weak convergence analysis in the particle limit of the McKean--Vlasov equations using stochastic flows of particle systems

  2021 arXiv (Cornell University) preprint Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  0

  citations
• Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators

  2020 Foundations of Data Science article Computer Science Target Tracking and Data Fusion in Sensor Networks Open access

  14

  citations

8 results