Beyond 16GB: Out-of-Core Stencil Computations
Reguly, I
Mudalige, G
Giles, M
(07 Sep 2017)
Multilevel nested simulation for efficient risk estimation
Giles, M
Haji-Ali, A
(14 Feb 2018)
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods
Lee, A
Yau, C
Giles, M
Doucet, A
Holmes, C
(14 May 2009)
Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without L\'{e}vy area simulation
Giles, M
Szpruch, L
(28 Feb 2012)
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients
Teckentrup, A
Scheichl, R
Giles, M
Ullmann, E
(16 Apr 2012)
Multilevel Monte Carlo methods for the approximation of invariant measures of stochastic differential equations
Giles, M
Majka, M
Szpruch, L
Vollmer, S
Zygalakis, K
(04 May 2016)
Acceleration of a Full-scale Industrial CFD Application with OP2
Reguly, I
Mudalige, G
Bertolli, C
Giles, M
Betts, A
Kelly, P
Radford, D
(27 Mar 2014)
Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces
Giles, M
Hefter, M
Mayer, L
Ritter, K
(18 Jul 2017)
Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients
Giles, M
Kuo, F
Sloan, I
(07 Nov 2017)
Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes
Croci, M
Giles, M
Rognes, M
Farrell, P
(13 Mar 2018)