Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

• Residual multi-fidelity neural network computing

  2025 BIT Numerical Mathematics article Physics and Astronomy Model Reduction and Neural Networks Open access

  11

  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
• Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities

  2024 SIAM Journal on Scientific Computing article Economics, Econometrics and Finance Stochastic processes and financial applications

  2

  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
• Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method

  2023 PAMM article Decision Sciences Probabilistic and Robust Engineering Design Open access

  4

  citations
• Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings

  2023 SIAM/ASA Journal on Uncertainty Quantification article Mathematics Markov Chains and Monte Carlo Methods Open access

  11

  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
• MULTILEVEL AND MULTIGRID METHODS FOR SOLVING HENRY PROBLEM WITH UNCERTAIN COEFFICIENTS

  2023 UNCECOMP Proceedings conference-paper Engineering Advanced Numerical Methods in Computational Mathematics Open access

  0

  citations
• ADAPTIVE STRATIFIED SAMPLING FOR NONSMOOTH PROBLEMS

  2022 International Journal for Uncertainty Quantification article Decision Sciences Probabilistic and Robust Engineering Design

  8

  citations
• Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks

  2020 Statistics and Computing article Mathematics Markov Chains and Monte Carlo Methods Open access

  1

  citations
• Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation

  2020 Journal of Computational Physics article Decision Sciences Probabilistic and Robust Engineering Design Open access

  38

  citations

12 results