Found 50 Documents (Results 1–50)
Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD. (English) Zbl 07763770
A multilevel stochastic collocation method for Schrödinger equations with a random potential. (English) Zbl 1514.65142
Random assignment versus fixed assignment in multilevel importance splitting for estimating stochastic reach probabilities. (English) Zbl 1506.60005
Collapse of transitional wall turbulence captured using a rare events algorithm. (English) Zbl 1507.76070
Application of adaptive multilevel splitting to high-dimensional dynamical systems. (English) Zbl 07508476
Multi-level spectral deferred corrections scheme for the shallow water equations on the rotating sphere. (English) Zbl 1416.86009
Unbiasedness of some generalized adaptive multilevel splitting algorithms. (English) Zbl 1361.65006
Reviewer: T. C. Mohan (Chennai)
Fluctuation analysis of adaptive multilevel splitting. (English) Zbl 1362.65018
Reviewer: T. C. Mohan (Chennai)
Central limit theorem for adaptive multilevel splitting estimators in an idealized setting. (English) Zbl 1356.65029
Cools, Ronald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Cham: Springer (ISBN 978-3-319-33505-6/hbk; 978-3-319-33507-0/ebook). Springer Proceedings in Mathematics & Statistics 163, 245-260 (2016).
A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks. (English) Zbl 1355.65020
Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm. (English) Zbl 1334.35330
Statistical behaviour of adaptive multilevel splitting algorithms in simple models. (English) Zbl 1352.65028
MSC:
65C50
60G99
Rare event simulation and splitting for discontinuous random variables. (English) Zbl 1416.65022
Reviewer: Anouar Ben Mabrouk (Sousse)
Analysis of adaptive multilevel splitting algorithms in an idealized case. (English) Zbl 1348.65017
Reviewer: Anouar Ben Mabrouk (Sousse)
Large deviations principle for the adaptive multilevel splitting algorithm in an idealized setting. (English) Zbl 1335.65004
A comparison of coupled and uncoupled solvers for the cardiac bidomain model. (English) Zbl 1402.92128
On efficiency of multilevel splitting. (English) Zbl 1279.65016
Reviewer: Evsei Morozov (Petrozavodsk)
Sampling per mode for rare event simulation in switching diffusions. (English) Zbl 1260.65008
Reviewer: R. E. Maiboroda (Kyïv)
Multilevel methods for anisotropic elliptic problems. (English) Zbl 1132.65110
Kraus, Johannes (ed.) et al., Lectures on advanced computational methods in mechanics. Collection of lectures delivered during the special semester on computational mechanics, Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, Austria, October 3 – December 16, 2005. Berlin: Walter de Gruyter (ISBN 978-3-11-019556-9/hbk). Radon Series on Computational and Applied Mathematics 1, 47-87 (2007).
Adaptive multilevel splitting for rare event analysis. (English) Zbl 1220.65009
Reviewer: Vassil Grozdanov (Blagoevgrad)
Multilevel augmentation methods for solving operator equations. (English) Zbl 1077.65053
Reviewer: Karel Najzar (Praha)
Multivariate quasi-interpolation schemes for dimension-splitting multiquadric. (English) Zbl 1063.65012
Comparing multilevel coarsening strategies. (English) Zbl 1024.65120
Reviewer: Plamen Yordanov Yalamov (Russe)
A multilevel algorithm for large eddy simulation of turbulent compressible flows. (Une méthode multiniveau pour la simulation des grandes échelles des écoulements turbulents compressibles.) (French. Abridged English version) Zbl 0994.76044
Algebraic multilevel iterative preconditioning methods for \(H\)-matrices. (English) Zbl 0963.65045
Reviewer: Michael Jung (Dresden)
On a parallel multilevel solver for linear elasticity problems. (English) Zbl 1005.74080
Reviewer: Jan Chleboun (Praha)
Multilevel methods for mixed finite elements in three dimensions. (English) Zbl 0929.65124
Reviewer: S.F.McCormick (Boulder)
Numerical solutions of the Navier-Stokes equations using wavelet-like incremental unknowns. (English) Zbl 0897.76066
A look at multilevel splitting. (English) Zbl 0888.65147
Niederreiter, Harald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 1996. Proceedings of a conference at the University of Salzburg, Austria, July 9–12, 1996. Berlin: Springer. Lect. Notes Stat., Springer-Verlag. 127, 98-108 (1997).
Multi-level splitting methods solving difference equations. (English) Zbl 0898.65059
Reviewer: J.Mandel (Denver)
Multilevel preconditioning for mixed problems in three dimensions. (English) Zbl 0851.65089
Augsburger Mathematisch-Naturwissenschaftliche Schriften. 8. Augsburg: Wißner. xiii, 136 p. (1996).
Reviewer: S.F.McCormick (Boulder)
Multilevel preconditioned augmented Lagrangian techniques for \(2\)nd order mixed problems. (English) Zbl 0904.65106
Reviewer: J.J.Telega (Warszawa)
Adaptive multilevel iterative techniques for nonconforming finite element discretizations. (English) Zbl 0836.65127
Reviewer: S.F.McCormick (Boulder)
Stable subspace splittings for Sobolev spaces and domain decomposition algorithms. (English) Zbl 0817.65112
Keyes, David E. (ed.) et al., Domain decomposition methods in scientific and engineering computing. Proceedings of the 7th international conference on domain decomposition, October 27-30, 1993, Pennsylvania State University, PA, USA. Providence, RI: American Mathematical Society. Contemp. Math. 180, 87-98 (1994).
On additive Schwarz preconditioners for sparse grid discretizations. (English) Zbl 0791.65019
Reviewer: M.Griebel (München)
The preconditioner based on the multilevel splitting of the quadrilateral finite element space. (Chinese. English summary) Zbl 0885.65051
Algebraic multilevel preconditioner. I. (Chinese. English summary) Zbl 0934.65120
Algebraic multilevel preconditioning methods. I. (English) Zbl 0661.65110
Reviewer: O. Axelsson
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