80 citations · 225 across the 12 of their papers we have counts for
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Optimized multilevel Monte Carlo methods in Banach spaces
Kristin Kirchner, Fabio Nobile, Christoph Schwab +1
We present a theoretical and numerical analysis of Monte Carlo methods for the estimation of statistical moments of random variables taking values in a Banach sp…
Monte Carlo convergence rates for th moments in Banach spaces
Kristin Kirchner, Christoph Schwab
We formulate standard and multilevel Monte Carlo methods for the th moment of a Banach space valued random variable , interpreted as…
Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields
Sonja G. Cox, Kristin Kirchner
We analyze several Galerkin approximations of a Gaussian random field indexed by a Euclidean domain $\mathcal{D}\subset\mathbb{R}…
Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise
David Bolin, Kristin Kirchner, Mihály Kovács
The numerical approximation of the solution to a stochastic partial differential equation with additive spatial white noise on a bounded domain is considered. The differential oper…
Numerical solution of fractional elliptic stochastic PDEs with spatial white noise
David Bolin, Kristin Kirchner, Mihály Kovács
The numerical approximation of solutions to stochastic partial differential equations with additive spatial white noise on bounded domains in is considered. The diff…
Numerical methods for the deterministic second moment equation of parabolic stochastic PDEs
Kristin Kirchner
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic e…