3 papers
math.NA2022
Adjoint-based Adaptive Multi-Level Monte Carlo for Differential Equations
Jehanzeb Chaudhry, Zachary Stevens
We present a multi-level Monte Carlo (MLMC) algorithm with adaptively refined meshes and accurately computed stopping-criteria utilizing adjoint-based a posteriori error analysis f…
math.NA2021
Error estimation for the time to a threshold value in evolutionary partial differential equations
Jehanzeb Chaudhry, Don Estep, Trevor Giannini +2
We develop an \textit{a posteriori} error analysis for a numerical estimate of the time at which a functional of the solution to a partial differential equation (PDE) first achieve…
math.NA2020
Error estimation and uncertainty quantification for first time to a threshold value
Jehanzeb H. Chaudhry, Donald Estep, Zachary Stevens +1
Classical a posteriori error analysis for differential equations quantifies the error in a Quantity of Interest (QoI) which is represented as a bounded linear functional of the sol…