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20142026
most citedA deep surrogate approach to efficient Bayesian inversion in PDE and integral equation models

7 citations · 8 across the 10 of their papers we have counts for

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Showing 2014Show all

2 papers · 1 filter

math.NA2014

On the pathwise approximation of stochastic differential equations

Tony Shardlow, Phillip Taylor

We consider one-step methods for integrating stochastic differential equations and prove pathwise convergence using ideas from rough path theory. In contrast to alternative theorie…

math.NA2014

Improving MLMC for SDEs with application to the Langevin equation

Eike H. Mueller, Rob Scheichl, Tony Shardlow

This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the Multilevel Monte Carlo (MLMC) met…