Erik von Schwerin

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All published works

Action	Title	Year	Authors
+ PDF Chat	Adaptive Random Fourier Features Training Stabilized By Resampling With Applications in Image Regression	2024	Aku Kammonen Anamika Pandey Erik von Schwerin Raúl Tempone
+	Lagrangian relaxation for continuous‐time optimal control of coupled hydrothermal power systems including storage capacity and a cascade of hydropower systems with time delays	2024	Chiheb Ben Hammouda Eliza Rezvanova Erik von Schwerin Raúl Tempone
+ PDF Chat	Importance sampling for rare event tracking within the ensemble Kalman filtering framework	2024	Nadhir Ben Rached Erik von Schwerin Gaukhar Shaimerdenova Raúl Tempone
+	Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates	2023	Joakim Beck Yongchao Liu Erik von Schwerin Raúl Tempone
+	Lagrangian Relaxation for Continuous-Time Optimal Control of Coupled Hydrothermal Power Systems Including Storage Capacity and a Cascade of Hydropower Systems with Time Delays	2023	Chiheb Ben Hammouda Eliza Rezvanova Erik von Schwerin Raúl Tempone
+ PDF Chat	Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates	2022	Joakim Beck Yang Liu Erik von Schwerin Raúl Tempone
+ PDF Chat	A Wasserstein coupled particle filter for multilevel estimation	2022	Marco Ballesio Ajay Jasra Erik von Schwerin Raúl Tempone
+	Goal-Oriented Adaptive Finite Element Multilevel Monte Carlo with Convergence Rates	2022	Joakim Beck Yang Liu Erik von Schwerin Raúl Tempone
+	A Wasserstein Coupled Particle Filter for Multilevel Estimation	2020	Marco Ballesio Ajay Jasra Erik von Schwerin Raúl Tempone
+ PDF Chat	Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty	2019	Marco Ballesio Joakim Beck Anamika Pandey Laura Parisi Erik von Schwerin Raúl Tempone
+	Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty	2018	Marco Ballesio Joakim Beck Anamika Pandey Laura Parisi Erik von Schwerin Raúl Tempone
+ PDF Chat	Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty	2018	Marco Ballesio Joakim Beck Anamika Pandey Laura Parisi Erik von Schwerin Raúl Tempone
+	Multilevel Monte Carlo Acceleration of Seismic Wave Propagation under Uncertainty	2018	Marco Ballesio Joakim Beck Anamika Pandey Laura Parisi Erik von Schwerin Raúl Tempone
+	Multi-level Monte Carlo acceleration of computations on multi-layer materials with random defects	2016	Petr Plecháč Erik von Schwerin
+	Multi-level Monte Carlo acceleration of computations on multi-layer materials with random defects	2016	Petr Plecháč Erik von Schwerin
+ PDF Chat	Optimization of mesh hierarchies in multilevel Monte Carlo samplers	2015	Abdul-Lateef Haji-Ali Fabio Nobile Erik von Schwerin Raúl Tempone
+ PDF Chat	A continuation multilevel Monte Carlo algorithm	2014	Nathan Collier Abdul-Lateef Haji-Ali Fabio Nobile Erik von Schwerin Raúl Tempone
+	Multi Level Monte Carlo methods with Control Variate for elliptic SPDEs	2014	Fabio Nobile Erik von Schwerin Raúl Tempone Francesco Tesei
+	Non-asymptotic Optimal Stopping Criteria for Monte Carlo	2014	Christian Bayer Håkon Hoel Erik von Schwerin Raúl Tempone
+ PDF Chat	On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations	2014	Christian Bayer Håkon Hoel Erik von Schwerin Raúl Tempone
+ PDF Chat	Implementation and analysis of an adaptive multilevel Monte Carlo algorithm	2013	Håkon Hoel Erik von Schwerin Anders Szepessy Raúl Tempone
+	Algorithmic Control of the Number of Samples	2013	Christian Bayer Erik von Schwerin
+	Adaptive Multilevel Monte Carlo Simulation	2011	Håkon Hoel Erik von Schwerin Anders Szepessy Raúl Tempone
+	A Stochastic Phase-Field Model Computed From Coarse-Grained Molecular Dynamics	2009	Erik von Schwerin
+	Adaptive Monte Carlo Algorithms for Stopped Diffusion	2005	Anna Dzougoutov Kyoung-Sook Moon Erik von Schwerin Anders Szepessy Raúl Tempone
+	Convergence rates of adaptive algorithms for stochastic and partial differential equations	2005	Erik von Schwerin
+ PDF Chat	An adaptive algorithm for ordinary, stochastic and partial differential equations	2005	Kyoung-Sook Moon Erik von Schwerin Anders Szepessy Raúl Tempone

Common Coauthors

Coauthor	Papers Together
Raúl Tempone	22
Joakim Beck	7
Marco Ballesio	6
Anamika Pandey	5
Laura Parisi	4
Anders Szepessy	4
Håkon Hoel	4
Fabio Nobile	3
Christian Bayer	3
Ajay Jasra	2
Kyoung-Sook Moon	2
Abdul-Lateef Haji-Ali	2
Petr Plecháč	2
Chiheb Ben Hammouda	2
Eliza Rezvanova	2
Yongchao Liu	1
Yang Liu	1
Francesco Tesei	1
Aku Kammonen	1
Nadhir Ben Rached	1
Anna Dzougoutov	1
Gaukhar Shaimerdenova	1
Yang Liu	1
Nathan Collier	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Multilevel Monte Carlo Path Simulation	2008	Michael B. Giles	8
+	Convergence Rates for Adaptive Weak Approximation of Stochastic Differential Equations	2005	Kyoung-Sook Moon Anders Szepessy Raúl Tempone Georgios E. Zouraris	7
+ PDF Chat	A continuation multilevel Monte Carlo algorithm	2014	Nathan Collier Abdul-Lateef Haji-Ali Fabio Nobile Erik von Schwerin Raúl Tempone	4
+	Monte Carlo Complexity of Parametric Integration	1999	Stefan Heinrich Eugène Sindambiwe	4
+	Monte Carlo Methods in Financial Engineering	2003	Paul Glasserman	4
+ PDF Chat	Multilevel Monte Carlo methods	2015	Michael B. Giles	3
+	Central limit theorems for multilevel Monte Carlo methods	2019	Håkon Hoel Sebastian Krumscheid	3
+ PDF Chat	Statistical Romberg extrapolation: A new variance reduction method and applications to option pricing	2005	Ahmed Kebaier	3
+	Convergence rates for adaptive approximation of ordinary differential equations	2003	Kyoung-Sook Moon Anders Szepessy Raúl Tempone Georgios E. Zouraris	3
+ PDF Chat	On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean	1965	Y. S. Chow Herbert Robbins	3
+	Adaptive Multilevel Monte Carlo Simulation	2011	Håkon Hoel Erik von Schwerin Anders Szepessy Raúl Tempone	3
+ PDF Chat	Multilevel Monte Carlo Methods	2001	Stefan Heinrich	3
+	An optimal control approach to <i>a posteriori</i> error estimation in finite element methods	2001	Roland Becker Rolf Rannacher	3
+ PDF Chat	Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients	2011	Andrea Barth Christoph Schwab Nathaniel Zollinger	3
+ PDF Chat	Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients	2013	Aretha L. Teckentrup Robert Scheichl Michael B. Giles Elisabeth Ullmann	3
+	Adaptive Monte Carlo Algorithms for Stopped Diffusion	2005	Anna Dzougoutov Kyoung-Sook Moon Erik von Schwerin Anders Szepessy Raúl Tempone	3
+ PDF Chat	Optimization of mesh hierarchies in multilevel Monte Carlo samplers	2015	Abdul-Lateef Haji-Ali Fabio Nobile Erik von Schwerin Raúl Tempone	3
+	Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods	2013	Julia Charrier Robert Scheichl Aretha L. Teckentrup	3
+	Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients	2011	K. A. Cliffe Michael B. Giles Robert Scheichl Aretha L. Teckentrup	3
+ PDF Chat	A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data	2010	Ivo Babuška Fabio Nobile Raúl Tempone	3
+ PDF Chat	Optimal transport for seismic full waveform inversion	2016	Björn Engquist Brittany D. Froese Yunan Yang	2
+ PDF Chat	Multilevel Monte Carlo methods for applications in finance	2012	Michael B. Giles Łukasz Szpruch	2
+ PDF Chat	Application of optimal transport and the quadratic Wasserstein metric to full-waveform inversion	2017	Yunan Yang Björn Engquist Junzhe Sun Brittany Froese Hamfeldt	2
+ PDF Chat	Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation	2014	Michael B. Giles Łukasz Szpruch	2
+	Stochastic Differential Equations	1998	Bernt Øksendal	2
+	Convergence rates of adaptive algorithms for deterministic and stochastic differential equations	2001	Kyoung-Sook Moon	2
+	Probability: Theory and Examples.	1992	Kathryn Prewitt Richard Durrett	2
+ PDF Chat	Application of the Wasserstein metric to seismic signals	2014	Björn Engquist Brittany D. Froese	2
+ PDF Chat	Numerical Analysis of Multiscale Computations	2011	Éric Cancès Mathieu Lewin Gabriel Stoltz	2
+	Graduate Texts in Mathematics	2020	J. H. van Lint	2
+	None	2000	Kalvis M. Jansons Grant Lythe	2
+	PetIGA: A Framework for High-Performance Isogeometric Analysis	2013	Lisandro Dalcín Nathan Collier Philippe Vignal Adriano Côrtes Victor M. Calo	2
+ PDF Chat	An adaptive algorithm for ordinary, stochastic and partial differential equations	2005	Kyoung-Sook Moon Erik von Schwerin Anders Szepessy Raúl Tempone	2
+ PDF Chat	On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations	2014	Christian Bayer Håkon Hoel Erik von Schwerin Raúl Tempone	2
+	Non-Homogeneous Boundary Value Problems and Applications	1973	J. L. Lions Enrico Magenes	2
+ PDF Chat	Implementation and analysis of an adaptive multilevel Monte Carlo algorithm	2013	Håkon Hoel Erik von Schwerin Anders Szepessy Raúl Tempone	2
+ PDF Chat	Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance	2012	Michael B. Giles Christoph Reisinger	2
+	Some conditional crossing results of Brownian motion over a piecewise-linear boundary	2002	Mario Abundo	2
+ PDF Chat	Exact Asymptotics for the Probability of Exit from a Domain and Applications to Simulation	1995	Paolo Baldi	2
+ PDF Chat	Adaptive Weak Approximation of Diffusions with Jumps	2008	Ernesto Mordecki Anders Szepessy Raúl Tempone Georgios E. Zouraris	2
+ PDF Chat	Solving Dirichlet Problems Numerically Using the Feynman–Kac Representation	2003	F.M. Buchmann W. P. Petersen	2
+ PDF Chat	A General Framework for Updating Belief Distributions	2016	Pier Giovanni Bissiri Chris Holmes Stephen G. Walker	2
+	A variational principle for adaptive approximation of ordinary differential equations	2003	Kyoung-Sook Moon Anders Szepessy Raúl Tempone Georgios E. Zouraris	2
+ PDF Chat	Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff	2009	Michael B. Giles Desmond J. Higham Xuerong Mao	1
+	Survey of Bundle Methods for Nonsmooth Optimization	2002	Marko M. Mäkelä	1
+	Unbiased Estimation with Square Root Convergence for SDE Models	2015	Chang-Han Rhee Peter W. Glynn	1
+ PDF Chat	On the constant in the nonuniform version of the Berry-Ess�en theorem	1981	R. Michel	1
+ PDF Chat	Guaranteed Conservative Fixed Width Confidence Intervals via Monte Carlo Sampling	2013	Fred J. Hickernell Lan Jiang Yuewei Liu Art B. Owen	1
+	Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations	1997	J. G. Gaines Terry Lyons	1
+	Mirror descent and nonlinear projected subgradient methods for convex optimization	2003	Amir Beck Marc Teboulle	1