85 citations · 136 across the 4 of their papers we have counts for
5 papers
Importance sampling for rare event tracking within the ensemble Kalman filtering framework
Nadhir Ben Rached, Erik von Schwerin, Gaukhar Shaimerdenova +1
In this work we employ importance sampling (IS) techniques to track a small over-threshold probability of a running maximum associated with the solution of a stochastic differentia…
Multi-level Monte Carlo acceleration of computations on multi-layer materials with random defects
Petr Plecháč, Erik von Schwerin
We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is…
Optimization of mesh hierarchies in Multilevel Monte Carlo samplers
Abdul Lateef Haji Ali, Fabio Nobile, Erik von Schwerin +1
We perform a general optimization of the parameters in the Multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation…
A Continuation Multilevel Monte Carlo algorithm
Nathan Collier, Abdul-Lateef Haji-Ali, Fabio Nobile +2
We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem fo…
A Stochastic Phase-Field Model Computed From Coarse-Grained Molecular Dynamics
Erik von Schwerin
Results are presented from numerical experiments aiming at the computation of stochastic phase-field models for phase transformations by coarse-graining molecular dynamics. The stu…