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Håkon Hoel
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Multilevel ensemble Kalman filtering
H Hoel, KJH Law, R Tempone
SIAM Journal on Numerical Analysis 54 (3), 1813-1839, 2016
1232016
Adaptive multilevel monte carlo simulation
H Hoel, E Von Schwerin, A Szepessy, R Tempone
Numerical Analysis of Multiscale Computations: Proceedings of a Winter …, 2011
742011
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
H Hoel, E Von Schwerin, A Szepessy, R Tempone
Monte Carlo Methods and Applications 20 (1), 1-41, 2014
602014
Multilevel ensemble Kalman filtering for spatio-temporal processes
A Chernov, H Hoel, KJH Law, F Nobile, R Tempone
Numerische Mathematik 147, 71-125, 2021
422021
On nonasymptotic optimal stopping criteria in Monte Carlo simulations
C Bayer, H Hoel, E Von Schwerin, R Tempone
SIAM Journal on Scientific Computing 36 (2), A869-A885, 2014
372014
Multilevel ensemble Kalman filtering based on a sample average of independent EnKF estimators
H Hoel, G Shaimerdenova, R Tempone
arXiv preprint arXiv:2002.00480, 2020
31*2020
A numerical scheme using multi-shockpeakons to compute solutions of the Degasperis-Procesi equation.
HA Hoel
Electronic Journal of Differential Equations (EJDE)[electronic only] 2007 …, 2007
252007
Central limit theorems for multilevel Monte Carlo methods
H Hoel, S Krumscheid
Journal of Complexity 54, 101407, 2019
162019
Multilevel ensemble Kalman filtering for spatially extended models
A Chernov, H Hoel, K Law, F Nobile, R Tempone
arXiv preprint arXiv:1608.08558, 2016
152016
Numerical methods for conservation laws with rough flux
H Hoel, KH Karlsen, NH Risebro, EB Storrøsten
Stochastics and Partial Differential Equations: Analysis and Computations 8 …, 2020
112020
Path-dependent convex conservation laws
H Hoel, KH Karlsen, NH Risebro, EB Storrøsten
Journal of Differential Equations 265 (6), 2708-2744, 2018
112018
Computational error estimates for Born–Oppenheimer molecular dynamics with nearly crossing potential surfaces
C Bayer, H Hoel, A Kadir, P Plecháč, M Sandberg, A Szepessy
Applied Mathematics Research eXpress 2015 (2), 329-417, 2015
112015
Multi-index ensemble Kalman filtering
H Hoel, G Shaimerdenova, R Tempone
Journal of Computational Physics 470, 111561, 2022
92022
Construction of a mean square error adaptive Euler--Maruyama method with applications in multilevel Monte Carlo
H HOEL, J HÄPPÖLÄ, R TEMPONE
Monte Carlo and Quasi-Monte Carlo Methods, 2016
82016
Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling
NK Chada, H Hoel, A Jasra, GE Zouraris
Journal of Scientific Computing 93 (3), 62, 2022
72022
Classical Langevin dynamics derived from quantum mechanics
H Hoel, A Szepessy
arXiv preprint arXiv:1906.09858, 2019
72019
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations
AL Haji-Ali, H Hoel, R Tempone
arXiv, 2021
62021
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
EJ Hall, H Hoel, M Sandberg, A Szepessy, R Tempone
SIAM Journal on Scientific Computing 38 (6), A3773-A3807, 2016
62016
How accurate is molecular dynamics?
C Bayer, H Hoel, P Plecháč, A Szepessy, R Tempone
arXiv preprint arXiv:1104.0953, 2011
52011
Higher-order adaptive methods for exit times of Itô diffusions
H Hoel, S Ragunathan
IMA Journal of Numerical Analysis, https://doi.org/10.1093/imanum/drad077, 2023
22023
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Artikelen 1–20