86 citations · 109 across the 10 of their papers we have counts for
Showing 2015Show all
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math.NA2015★ 4 cited
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
Eric Joseph Hall, Håkon Hoel, Mattias Sandberg +2
We derive computable error estimates for finite element approximations of linear elliptic partial differential equations (PDE) with rough stochastic coefficients. In this setting,…
math.NA2015★ 86 cited
Multilevel ensemble Kalman filtering
Håkon Hoel, Kody J. H. Law, Raul Tempone
This work embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and…