Person
Erik Gustaf Bogislaw Von Schwerin
This person is no longer with EPFL
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.
Related publications (8)
Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.
Optimization of mesh hierarchies in multilevel Monte Carlo samplers
Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin
We perform a general optimization of the parameters in the multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. We optimize hierarchies with geometric and ...
2016A continuation multilevel Monte Carlo algorithm
Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin
We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error tolera ...
2015MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm
Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin
We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The CMLMC algorithm so ...
MATHICSE2014