9 citations · 12 across the 6 of their papers we have counts for
3 papers · 1 filter
Transporting Higher-Order Quadrature Rules: Quasi-Monte Carlo Points and Sparse Grids for Mixture Distributions
Ilja Klebanov, T. J. Sullivan
Integration against, and hence sampling from, high-dimensional probability distributions is of essential importance in many application areas and has been an active research area f…
Error bound analysis of the stochastic parareal algorithm
Kamran Pentland, Massimiliano Tamborrino, T. J. Sullivan
Stochastic parareal (SParareal) is a probabilistic variant of the popular parallel-in-time algorithm known as parareal. Similarly to parareal, it combines fine- and coarse-grained…
GParareal: A time-parallel ODE solver using Gaussian process emulation
Kamran Pentland, Massimiliano Tamborrino, T. J. Sullivan +2
Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integ…