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