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Impact of Data Assimilation on Cost-Accuracy Tradeoff in Multifidelity Models
3 references·0 citing·14 second hop
Impact of Data Assimilation on Cost-Accuracy Tradeoff in Multifidelity Models (2015)Impact of Data Assimilation on Cost-Accur…Towards optimal allocation of computer resources: Trade-offs between uncertainty quantification, discretization and model reduction (2013)Towards optimal allocation of…Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (2011)Multilevel Monte Carlo method…Multilevel Monte Carlo Path Simulation (2008)Multilevel Monte Carlo Path S…PROBLEMS IN DECENTRALIZED DECISION MAKING AND COMPUTATION (1984)Stochastic Finite Elements: A Spectral Approach (1991)Global Sensitivity Analysis. The Primer (2007)The rocky road to extended simulation frameworks covering uncertainty, inversion, optimization and control (2017)Numerical Methods for Stochastic Computations: A Spectral Method Approach (2010)Spectral Methods for Uncertainty Quantification (2010)Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (2013)Stochastic finite element methods for partial differential equations with random input data (2014)Optimal Model Management for Multifidelity Monte Carlo Estimation (2016)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Monte Carlo Methods in Financial Engineering (2003)Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients (2011)Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (2012)Numerical solution of stochastic differential equations (2016)
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References

  • 2008Multilevel Monte Carlo Path Simulation1,436 cited
  • 2011Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients490 cited
  • 2013Towards optimal allocation of computer resources: Trade-offs between uncertainty quantification, discretization and model reduction25 cited

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