A continuation multilevel Monte Carlo algorithm N Collier, AL Haji-Ali, F Nobile, E Von Schwerin, R Tempone
BIT Numerical Mathematics 55, 399-432, 2015
155 2015 Analysis of Discrete G Migliorati, F Nobile, E Von Schwerin, R Tempone
Foundations of Computational Mathematics 14 (3), 419-456, 2014
121 2014 Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete G Migliorati, F Nobile, E von Schwerin, R Tempone
SIAM Journal on Scientific Computing 35 (3), A1440-A1460, 2013
99 2013 Optimization of mesh hierarchies in multilevel Monte Carlo samplers AL Haji-Ali, F Nobile, E von Schwerin, R Tempone
Stochastics and Partial Differential Equations Analysis and Computations 4 …, 2016
72 2016 Optimization of mesh hierarchies in multilevel Monte Carlo samplers AL Haji-Ali, F Nobile, E von Schwerin, R Tempone
Stochastics and Partial Differential Equations Analysis and Computations 4 …, 2016
72 2016 Adaptive multilevel monte carlo simulation H Hoel, E Schwerin, A Szepessy, R Tempone
Numerical Analysis of Multiscale Computations, 217-234, 2012
70 2012 Implementation and analysis of an adaptive multilevel Monte Carlo algorithm H Hoel, E Von Schwerin, A Szepessy, R Tempone
Monte Carlo Methods and Applications 20 (1), 1-41, 2014
55 2014 Adaptive Monte Carlo algorithms for stopped diffusion A Dzougoutov, KS Moon, E von Schwerin, A Szepessy, R Tempone
Multiscale methods in science and engineering, 59-88, 2005
36 2005 On nonasymptotic optimal stopping criteria in Monte Carlo simulations C Bayer, H Hoel, E Von Schwerin, R Tempone
SIAM Journal on Scientific Computing 36 (2), A869-A885, 2014
35 2014 Convergence rates for an adaptive dual weighted residual finite element algorithm KS Moon, E von Schwerin, A Szepessy, R Tempone
BIT Numerical Mathematics 46, 367-407, 2006
22 2006 An adaptive algorithm for ordinary, stochastic and partial differential equations KS Moon, E Von Schwerin, A Szepessy, R Tempone
American Mathematical Society, 2005
20 2005 A Wasserstein coupled particle filter for multilevel estimation M Ballesio, A Jasra, E von Schwerin, R Tempone
Stochastic Analysis and Applications, 1-40, 2022
13 2022 Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty M Ballesio, J Beck, A Pandey, L Parisi, E von Schwerin, R Tempone
GEM-International Journal on Geomathematics 10 (1), 22, 2019
13 2019 Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates J Beck, Y Liu, E von Schwerin, R Tempone
Computer Methods in Applied Mechanics and Engineering 402, 115582, 2022
9 2022 A stochastic phase-field model determined from molecular dynamics E von Schwerin, A Szepessy
ESAIM: Mathematical Modelling and Numerical Analysis 44 (4), 627-646, 2010
7 2010 A Stochastic Phase-Field Model Computed From Coarse-Grained Molecular Dynamics E Von Schwerin
arXiv preprint arXiv:0908.1367, 2009
2 2009 Multi-level Monte Carlo acceleration of computations on multi-layer materials with random defects P Plecháč, E von Schwerin
arXiv preprint arXiv:1611.09784, 2016
1 2016 Adaptivity for Stochastic and Partial Differential Equations with Applications to Phase Transformations E Von Schwerin
KTH, 2007
1 2007 Adaptive Monte Carlo Algorithms for Stopped Diffusion KS Moon, E von Schwerin, A Szepessy, R Tempone
Technical report, NADA, Royal Institute of Technology, 2003
1 2003 Multilevel Monte Carlo (MLMC) Acceleration of Seismic Wave Propagation under Uncertainty M Ballesio, J Beck, A Pandey, L Parisi, E von Schwerin, R Tempone
2018 