most citedParallelizing Explicit and Implicit Extrapolation Methods for Ordinary Differential Equations

1 citations · 2 across the 2 of their papers we have counts for

collaborators

2 papers

stat.CO2023★ 1 cited

Consensus-based rare event estimation

Konstantin Althaus, Iason Papaioannou, Elisabeth Ullmann

In this paper, we introduce a new algorithm for rare event estimation based on adaptive importance sampling. We consider a smoothed version of the optimal importance sampling densi…

math.NA2022★ 1 cited

Parallelizing Explicit and Implicit Extrapolation Methods for Ordinary Differential Equations

Utkarsh, Chris Elrod, Yingbo Ma +1

Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we…