121 citations · 627 across the 49 of their papers we have counts for
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math.NA2016★ 1 cited
Multi-level Monte Carlo acceleration of computations on multi-layer materials with random defects
Petr Plecháč, Erik von Schwerin
We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is…
math.NA2016★ 1 cited
Stationary averaging for multi-scale continuous time Markov chains using parallel replica dynamics
Ting Wang, Petr Plecháč, David Aristoff
We propose two algorithms for simulating continuous time Markov chains in the presence of metastability. We show that the algorithms correctly estimate, under the ergodicity assump…