Erik von Schwerin
Erik von Schwerin
Verified email at udel.edu
Title
Cited by
Cited by
Year
A continuation multilevel Monte Carlo algorithm
N Collier, AL Haji-Ali, F Nobile, E Von Schwerin, R Tempone
BIT Numerical Mathematics 55 (2), 399-432, 2015
1162015
Analysis of Discrete L 2 Projection on Polynomial Spaces with Random Evaluations
G Migliorati, F Nobile, E Von Schwerin, R Tempone
Foundations of Computational Mathematics 14 (3), 419-456, 2014
992014
Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete Projection on Polynomial Spaces
G Migliorati, F Nobile, E von Schwerin, R Tempone
SIAM Journal on Scientific Computing 35 (3), A1440-A1460, 2013
872013
Adaptive multilevel monte carlo simulation
H Hoel, E Von Schwerin, A Szepessy, R Tempone
Numerical Analysis of Multiscale Computations, 217-234, 2012
572012
Optimization of mesh hierarchies in multilevel Monte Carlo samplers
AL Haji-Ali, F Nobile, E von Schwerin, R Tempone
Stochastics and Partial Differential Equations Analysis and Computations 4 …, 2016
522016
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
Gradient bounds and rigidity results for singular, degenerate, anisotropic partial differential equations
M Cozzi, A Farina, E Valdinoci
arXiv preprint arXiv:1305.2303, 2013
322013
On Non-Asymptotic 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
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
Adaptive Monte Carlo algorithms for stopped diffusion
A Dzougoutov, KS Moon, E von Schwerin, A Szepessy, R Tempone
Multiscale methods in science and engineering, 59-88, 2005
282005
Convergence rates for an adaptive dual weighted residual finite element algorithm
KS Moon, E Von Schwerin, A Szepessy, R Tempone
BIT Numerical Mathematics 46 (2), 367-407, 2006
182006
An adaptive algorithm for ordinary, stochastic and partial differential equations
KS Moon, E Von Schwerin, A Szepessy, R Tempone
American Mathematical Society, 2005
172005
A stochastic phase-field model determined from molecular dynamics
E von Schwerin, A Szepessy
ESAIM: Mathematical Modelling and Numerical Analysis-Modélisation …, 2010
72010
A Wasserstein coupled particle filter for multilevel estimation
M Ballesio, A Jasra, E von Schwerin, R Tempone
arXiv preprint arXiv:2004.03981, 2020
52020
Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty
M Ballesio, J Beck, A Pandey, L Parisi, E von Schwerin, R Tempone
GEM-International Journal on Geomathematics 10 (1), 1-43, 2019
52019
A Stochastic Phase-Field Model Computed From Coarse-Grained Molecular Dynamics
E Von Schwerin
arXiv preprint arXiv:0908.1367, 2009
22009
Multi-level Monte Carlo acceleration of computations on multi-layer materials with random defects
P Plecháč, E von Schwerin
arXiv preprint arXiv:1611.09784, 2016
12016
Adaptivity for Stochastic and Partial Differential Equations with Applications to Phase Transformations
E Von Schwerin
KTH, 2007
12007
Adaptive Monte Carlo Algorithms for Stopped Diffusion
KS Moon, E von Schwerin, A Szepessy, R Tempone
Technical report, NADA, Royal Institute of Technology, 2003
12003
A Case Study of Seismic Wave Propagation with Random Parameters
M Ballesio, J Beck, A Pandey, L Parisi, E von Schwerin, R Tempone
2018
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