Håkon Hoel
Title
Cited by
Cited by
Year
Multilevel ensemble Kalman filtering
H Hoel, KJH Law, R Tempone
SIAM Journal on Numerical Analysis 54 (3), 1813-1839, 2016
622016
Adaptive multilevel monte carlo simulation
H Hoel, E Von Schwerin, A Szepessy, R Tempone
Numerical Analysis of Multiscale Computations, 217-234, 2012
572012
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
372014
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
282014
A numerical scheme using multi-shockpeakons to compute solutions of the Degasperis-Procesi equation.
HA Hoel
Electronic Journal of Differential Equations (EJDE)[electronic only] 2007 …, 2007
192007
Multilevel ensemble Kalman filtering for spatially extended models
A Chernov, H Hoel, K Law, F Nobile, R Tempone
arXiv preprint arXiv:1608.08558, 2016
162016
Multilevel ensemble Kalman filtering for spatio-temporal processes
A Chernov, H Hoel, KJH Law, F Nobile, R Tempone
Numerische Mathematik 147 (1), 71-125, 2021
92021
Computational error estimates for Born–Oppenheimer molecular dynamics with nearly crossing potential surfaces
C Bayer, H Hoel, A Kadir, P Plecháč, M Sandberg, A Szepessy
Applied Mathematics Research eXpress 2015 (2), 329-417, 2015
82015
Central limit theorems for multilevel Monte Carlo methods
H Hoel, S Krumscheid
Journal of Complexity 54, 101407, 2019
72019
Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators
H Hoel, G Shaimerdenova, R Tempone
Foundations of Data Science 2 (4), 351, 2020
6*2020
Path-dependent convex conservation laws
H Hoel, KH Karlsen, NH Risebro, EB Storrøsten
Journal of Differential Equations 265 (6), 2708-2744, 2018
62018
How accurate is molecular dynamics?
C Bayer, H Hoel, P Plecháč, A Szepessy, R Tempone
arXiv preprint arXiv:1104.0953, 2011
62011
Construction of a mean square error adaptive Euler--Maruyama method with applications in multilevel Monte Carlo
H HOEL, J HÄPPÖLÄ, R TEMPONE
Monte Carlo and Quasi-Monte Carlo Methods, 2016
52016
Numerical methods for conservation laws with rough flux
H Hoel, KH Karlsen, NH Risebro, EB Storrøsten
Stochastics and Partial Differential Equations: Analysis and Computations 8 …, 2020
42020
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
EJ Hall, H Hoel, M Sandberg, A Szepessy, R Tempone
SIAM Journal on Scientific Computing 38 (6), A3773-A3807, 2016
42016
An extension of Clarke's model with stochastic amplitude flip processes
H Hoel, H Nyberg
IEEE transactions on communications 62 (7), 2378-2389, 2014
12014
HOW ACCURATE IS BORN-OPPENHEIMER MOLECULAR DYNAMICS FOR CROSSINGS OF POTENTIAL SURFACES?
H HOEL, A KADIR, P PLECHÁC, M SANDBERG, A SZEPESSY
arXiv preprint arXiv:1305.3330, 2013
12013
Gaussian Coarse Graining of a Master Equation Extension of Clarke's Model
H Hoel, H Nyberg
KTH Royal Institute of Technology, 2012
12012
Complexity and Error Analysis of Numerical Methods for Wireless Channels, SDE, Random Variables and Quantum Mechanics
H Hoel
KTH Royal Institute of Technology, 2012
12012
Multi-index ensemble Kalman filtering
H Hoel, G Shaimerdenova, R Tempone
arXiv preprint arXiv:2104.07263, 2021
2021
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