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06/06/2022
Adjoint-based Adaptive Multi-Level Monte Carlo for Differential Equations
We present a multi-level Monte Carlo (MLMC) algorithm with adaptively re...
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11/18/2021
Error analysis of first time to a threshold value for partial differential equations
We develop an a posteriori error analysis for a novel quantity of intere...
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10/31/2021
A posteriori error analysis for a space-time parallel discretization of parabolic partial differential equations
We construct a space-time parallel method for solving parabolic partial ...
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07/02/2019