9 citations · 9 across the 4 of their papers we have counts for
7 papers
A Priori Adaptive Numerical Methods for Estimating Blow-up Times of Autonomous ODEs
Håkon Hoel, Johannes Vincent Meo
We present effective a priori adaptive numerical methods for estimating the blow-up time for solutions of autonomous ODEs. The novelty of our approach is to base our adaptive steps…
Higher-order spring-coupled multilevel Monte Carlo method for invariant measures
Sankarasubramanian Ragunathan, Håkon Andreas Hoel
A higher-order change-of-measure multilevel Monte Carlo (MLMC) method is developed for computing weak approximations of the invariant measures of SDE with drift coefficients that d…
Multilevel Ensemble Kalman Filtering based on a sample average of independent EnKF estimators
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
We introduce a new multilevel ensemble Kalman filter method (MLEnKF) which consists of a hierarchy of independent samples of ensemble Kalman filters (EnKF). This new MLEnKF method…
Classical Langevin dynamics derived from quantum mechanics
Håkon Hoel, Anders Szepessy
The classical work by Zwanzig [J. Stat. Phys. 9 (1973) 215-220] derived Langevin dynamics from a Hamiltonian system of a heavy particle coupled to a heat bath. This work extends Zw…
Numerical methods for conservation laws with rough flux
Håkon Hoel, Kenneth Hvistendahl Karlsen, Nils Henrik Risebro +1
Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with a rough path dependent flux function. For a convex flux, i…
Path-dependent convex conservation laws
Håkon Hoel, Kenneth Hvistendahl Karlsen, Nils Henrik Risebro +1
For scalar conservation laws driven by a rough path , in the sense of Lions, Perthame and Souganidis in arXiv:1309.1931, we show that it is possible to replace by a pi…
Multilevel ensemble Kalman filtering for spatially extended models
Alexey Chernov, Haakon Hoel, Kody Law +2
This work embeds a multilevel Monte Carlo (MLMC) sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF), thereby yielding a multilevel ensemble Kalman fil…