D. Crommelin

activity

20172026

most citedVECMAtk: A Scalable Verification, Validation and Uncertainty Quantification Toolkit for Scientific Simulations

29 citations · 90 across the 15 of their papers we have counts for

collaborators

Showing 2017Show all

2 papers · 1 filter

math.PR2017★ 4 cited

Controlling the time discretization bias for the supremum of Brownian Motion

Krzysztof Bisewski, Daan Crommelin, Michel Mandjes

We consider the bias arising from time discretization when estimating the threshold crossing probability $w (b) := P (sup_{t \in [0, 1]} B_{t} > b)$ , with $(B_{t})_{t \in [0, 1]}$ a…

math.NA2017★ 3 cited

Clustering-based collocation for uncertainty propagation with multivariate dependent inputs

A. W. Eggels, D. T. Crommelin, J. A. S. Witteveen

In this article, we propose the use of partitioning and clustering methods as an alternative to Gaussian quadrature for stochastic collocation. The key idea is to use cluster cente…