7 citations · 8 across the 10 of their papers we have counts for
4 papers · 2 filters
Multilevel Monte Carlo and Improved Timestepping Methods in Atmospheric Dispersion Modelling
Grigoris Katsiolides, Eike H. Müller, Robert Scheichl +3
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent tr…
Unbiased `walk-on-spheres' Monte Carlo methods for the fractional Laplacian
Andreas E. Kyprianou, Ana Osojnik, Tony Shardlow
We consider Monte Carlo methods for simulating solutions to the analogue of the Dirichlet boundary-value problem in which the Laplacian is replaced by the fractional Laplacian and…
Gauss-quadrature method for one-dimensional mean-field SDEs
Peter Kloeden, Tony Shardlow
Mean-field SDEs, also known as McKean-Vlasov equations, are stochastic differential equations where the drift and diffusion depend on the current distribution in addition to the cu…
Langevin equations for landmark image registration with uncertainty
Stephen Marsland, Tony Shardlow
Registration of images parameterised by landmarks provides a useful method of describing shape variations by computing the minimum-energy time-dependent deformation field that flow…