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Publication search results
found 21 matches
- 2018
- José Infante Acevedo, Tony Lelièvre
:
A non linear approximation method for solving high dimensional partial differential equations: Application in finance. Math. Comput. Simul. 143: 14-34 (2018) - Ankush Agarwal
, Stefano De Marco, Emmanuel Gobet, Gang Liu:
Study of new rare event simulation schemes and their application to extreme scenario generation. Math. Comput. Simul. 143: 89-98 (2018) - Andrea Barth
, Tobias Stüwe:
Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise. Math. Comput. Simul. 143: 215-225 (2018) - Denis Belomestny
, Stefan Häfner, Mikhail Urusov:
Stratified regression-based variance reduction approach for weak approximation schemes. Math. Comput. Simul. 143: 125-137 (2018) - Evelyn Buckwar
, Peter Kritzer, Gunther Leobacher, Friedrich Pillichshammer
, Arne Winterhof
:
Editorial. Math. Comput. Simul. 143: 1-2 (2018) - Alexander D. Gilbert, Frances Y. Kuo
, Ian H. Sloan
:
Hiding the weights - CBC black box algorithms with a guaranteed error bound. Math. Comput. Simul. 143: 202-214 (2018) - Roswitha Hofer:
Halton-type sequences in rational bases in the ring of rational integers and in the ring of polynomials over a finite field. Math. Comput. Simul. 143: 78-88 (2018) - Christian Irrgeher, Peter Kritzer
, Friedrich Pillichshammer
:
Integration and approximation in cosine spaces of smooth functions. Math. Comput. Simul. 143: 35-45 (2018) - Ralph Kritzinger:
An exact formula for the L2 discrepancy of the symmetrized Hammersley point set. Math. Comput. Simul. 143: 3-13 (2018) - Raphael Kruse
, Michael Scheutzow:
A discrete stochastic Gronwall lemma. Math. Comput. Simul. 143: 149-157 (2018) - Pierre L'Ecuyer
, David Munger, Christian Lécot, Bruno Tuffin:
Sorting methods and convergence rates for Array-RQMC: Some empirical comparisons. Math. Comput. Simul. 143: 191-201 (2018) - Annika Lang
, Andreas Petersson
:
Monte Carlo versus multilevel Monte Carlo in weak error simulations of SPDE approximations. Math. Comput. Simul. 143: 99-113 (2018) - Antoine Lejay
:
A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers. Math. Comput. Simul. 143: 65-77 (2018) - Jie Li, Jianliang Zheng, Paula A. Whitlock:
Efficient deterministic and non-deterministic pseudorandom number generation. Math. Comput. Simul. 143: 114-124 (2018) - Wilfried Meidl:
A secondary construction of bent functions, octal gbent functions and their duals. Math. Comput. Simul. 143: 57-64 (2018) - Florian Puchhammer
:
On an explicit lower bound for the star discrepancy in three dimensions. Math. Comput. Simul. 143: 158-168 (2018) - Christoph Reisinger
:
The non-locality of Markov chain approximations to two-dimensional diffusions. Math. Comput. Simul. 143: 176-185 (2018) - Karl K. Sabelfeld
:
A random walk on spheres based kinetic Monte Carlo method for simulation of the fluctuation-limited bimolecular reactions. Math. Comput. Simul. 143: 46-56 (2018) - Karl K. Sabelfeld
:
Stochastic projection methods and applications to some nonlinear inverse problems of phase retrieving. Math. Comput. Simul. 143: 169-175 (2018) - Mario Ullrich
:
A lower bound for the dispersion on the torus. Math. Comput. Simul. 143: 186-190 (2018) - Wolfgang Wagner:
A random walk model for the Schrödinger equation. Math. Comput. Simul. 143: 138-148 (2018)
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