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)
Random Bit Multilevel Algorithms for Stochastic Differential Equations
Giles, M
Hefter, M
Mayer, L
Ritter, K
(31 Aug 2018)
Multilevel Monte Carlo estimation of the expected value of sample information
Hironaka, T
Giles, M
Goda, T
Thom, H
(02 Sep 2019)
Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling
Croci, M
Giles, M
Farrell, P
(27 Nov 2019)
Unsteady Flow Phenomena in Turbomachines
Greitzer, E
Epstein, A
Giles, M
McCune, J
Tan, C
(24 Jan 1990)
2. An adaptive random bit multilevel algorithm for SDEs
Giles, M
Hefter, M
Mayer, L
Ritter, K
Multivariate Algorithms and Information-Based Complexity
15-32
(18 May 2020)
Approximating inverse cumulative distribution functions to produce approximate random variables
Sheridan-Methven, O
Giles, M
(17 Dec 2020)
Multilevel and Quasi Monte Carlo methods for the calculation of the Expected Value of Partial Perfect Information
Fang, W
Wang, Z
Giles, M
Jackson, C
Welton, N
Andrieu, C
Thom, H
Rounding error using low precision approximate random variables
Sheridan-Methven, O
Giles, M
(17 Dec 2020)
Towards a Liouville Theorem for Continuous Viscosity Solutions to Fully Nonlinear Elliptic Equations in Conformal Geometry
Li, Y
Nguyen, L
Wang, B
Geometric Analysis
volume 333
221-244
(11 Apr 2020)