73 citations · 225 across the 39 of their papers we have counts for
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math.NA2015★ 18 cited
A micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations
Kristian Debrabant, Giovanni Samaey, Przemysław Zieliński
We present and analyse a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with separation between the (fast) time-scale of indivi…
q-bio.QM2015★ 1 cited
Variance-reduced simulation of stochastic agent-based models for tumor growth
Annelies Lejon, Bert Mortier, Giovanni Samaey
We investigate a hybrid PDE/Monte Carlo technique for the variance reduced simulation of an agent-based multiscale model for tumor growth. The variance reduction is achieved by com…