Mike Giles | Academic Influence

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Mike Giles

Computer Science

#4211

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#4432

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Computational Linguistics

#480

World Rank

#488

Historical Rank

Machine Learning

#969

World Rank

#983

Historical Rank

Artificial Intelligence

#1190

World Rank

#1211

Historical Rank

computer-science Degrees

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Computer Science

Mike Giles's Degrees

PhD Computer Science Stanford University
Masters Computer Science University of California, Berkeley
Bachelors Computer Science University of California, Berkeley

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Why Is Mike Giles Influential?

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According to Wikipedia, Michael Bryce Giles is a British mathematician and computer scientist. He is a Professor of Scientific Computing and Head of Department at the Mathematical Institute, University of Oxford and a Fellow of St Hugh’s College, Oxford. He is best known for developing Multilevel Monte Carlo methods.

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Mike Giles's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Multilevel Monte Carlo Path Simulation (2008) (1417)
Viscous-inviscid analysis of transonic and low Reynolds number airfoils (1986) (1112)
An Introduction to the Adjoint Approach to Design (2000) (983)
Nonreflecting boundary conditions for Euler equation calculations (1990) (798)
Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality (2002) (526)
Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (2011) (501)
Adjoint Recovery of Superconvergent Functionals from PDE Approximations (2000) (339)
Algorithm Developments for Discrete Adjoint Methods (2003) (330)
On the Utility of Graphics Cards to Perform Massively Parallel Simulation of Advanced Monte Carlo Methods (2009) (329)
Adjoint equations in CFD: duality, boundary conditions and solution behaviour (1997) (258)
Improved Multilevel Monte Carlo Convergence using the Milstein Scheme (2008) (252)
Calculation of Unsteady Wake/Rotor Interaction (1987) (245)
Stator/rotor interaction in a transonic turbine (1988) (211)
Multilevel Monte Carlo methods (2013) (210)
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (2012) (202)
Two-Dimensional Transonic Aerodynamic Design Method (1987) (201)
Stability analysis of numerical interface conditions in fluid-structure thermal analysis (1997) (153)
Adjoint and defect error bounding and correction for functional estimates (2003) (151)
Analytic adjoint solutions for the quasi-one-dimensional Euler equations (2001) (145)
Convergence analysis of Crank-Nicolson and Rannacher time-marching (2006) (144)
Preconditioned Multigrid Methods for Compressible Flow Calculations on Stretched Meshes (1997) (126)
Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation (2012) (120)
Edge-Based Multigrid and Preconditioning for Hybrid Grids (1999) (112)
Collected Matrix Derivative Results for Forward and Reverse Mode Algorithmic Differentiation (2008) (111)
Wake Integration for Three-Dimensional Flowfield Computations: Theoretical Development (1999) (106)
ISES - A two-dimensional viscous aerodynamic design and analysis code (1987) (104)
Advanced interactive visualization for CFD (1990) (103)
Non-reflecting boundary conditions for Euler equation calculations (1989) (98)
Adjoint Error Correction for Integral Outputs (2003) (94)
Adaptive error control for finite element approximations of the lift and drag coefficients in viscous flow (1997) (94)
Smoking Adjoints: fast evaluation of Greeks in Monte Carlo calculations (2005) (93)
Improved- lift and drag estimates using adjoint Euler equations (1999) (93)
Preconditioned iterative solution of the 2D Helmholtz equation (2002) (90)
Quasi-Three-Dimensional Nonreflecting Boundary Conditions for Euler Equations Calculations (1993) (88)
The harmonic adjoint approach to unsteady turbomachinery design (2002) (87)
Comparison of Time-Resolved Turbine Rotor Blade Heat Transfer Measurements and Numerical Calculations (1991) (87)
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff (2009) (86)
Multilevel quasi-Monte Carlo path simulation (2009) (86)
OP2: An active library framework for solving unstructured mesh-based applications on multi-core and many-core architectures (2012) (85)
Fully Scaled Transonic Turbine Rotor Heat Transfer Measurements (1988) (81)
Effects of Flow Instabilities on the Linear Analysis of Turbomachinery Aeroelasticity (2002) (79)
Renumbering unstructured grids to improve the performance of codes on hierarchical memory machines (1997) (78)
Using GPUs to accelerate computational diffusion MRI: From microstructure estimation to tractography and connectomes (2018) (78)
Validation of a Numerical Method for Unsteady Flow Calculations (1991) (75)
Multilevel Monte Carlo Approximation of Distribution Functions and Densities (2015) (73)
Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance (2012) (68)
On adjoint equations for error analysis and optimal grid adaptation in CFD (1997) (65)
Numerical Investigation of Hot Streaks in Turbines (1988) (63)
Analysis of the Elements of Drag in Three-Dimensional Viscous and Inviscid Flows (1996) (63)
An extended collection of matrix derivative results for forward and reverse mode algorithmic dieren tiation (2008) (63)
Solution Adaptive Mesh Refinement Using Adjoint Error Analysis (2001) (62)
Implicit time-accurate solutions on unstructured dynamic grids (1997) (62)
Stabilization of linear flow solver for turbomachinery aeroelasticity using Recursive Projection method (2004) (62)
Validity of Linearized Unsteady Euler Equations with Shock Capturing (1994) (61)
Convergence of Linearized and Adjoint Approximations for Discontinuous Solutions of Conservation Laws. Part 1: Linearized Approximations and Linearized Output Functionals (2010) (59)
Discrete Adjoint Approximations with Shocks (2003) (58)
A Parallel Framework for Unstructured Grid Solvers (1994) (57)
The OPS Domain Specific Abstraction for Multi-block Structured Grid Computations (2014) (57)
Convergence of Linearized and Adjoint Approximations for Discontinuous Solutions of Conservation Laws. Part 2: Adjoint Approximations and Extensions (2010) (55)
Progress in adjoint error correction for integral functionals (2004) (54)
On the iterative solution of adjoint equations (2000) (54)
On the use of Runge-Kutta time-marching and multigrid for the solution of steady adjoint equations (2000) (52)
Performance analysis of the OP2 framework on many-core architectures (2011) (52)
Wake Integration for Three-Dimensional Flowfield Computations: Applications (1999) (51)
Acceleration of a Full-Scale Industrial CFD Application with OP2 (2014) (51)
Newton solution of direct and inverse transonic Euler equations (1985) (50)
Efficient sparse matrix-vector multiplication on cache-based GPUs (2012) (48)
Accelerating three-dimensional navier-stokes calculations (1997) (48)
Adjoint Code Developments Using the Exact Discrete Approach (2001) (46)
Predictions of Three-Dimensional Steady and Unsteady Inviscid Transonic Stator/Rotor Interaction With Inlet Radial Temperature Nonuniformity (1994) (44)
Adaptive Euler–Maruyama method for SDEs with nonglobally Lipschitz drift (2020) (44)
Trends in high-performance computing for engineering calculations (2014) (44)
Designing OP2 for GPU architectures (2013) (43)
Visual3 - Interactive unsteady unstructured 3D visualization (1991) (42)
An Asymptotic Analysis of Mixing Loss (1993) (41)
Performance Analysis and Optimization of the OP2 Framework on Many-Core Architectures (2012) (41)
Acta Numerica 2002: Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality (2002) (41)
Efficient Hessian Calculation Using Automatic Differentiation (2007) (41)
Preconditioning compressible flow calculations on stretched meshes (1996) (40)
STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB (2011) (40)
Quasi-Monte Carlo for finance applications (2008) (40)
Adjoint Calculation of Sensitivities of Turbomachinery Objective Functions (2003) (39)
Accuracy of node-based solutions on irregular meshes (1989) (39)
Fast Correlation Greeks by Adjoint Algorithmic Differentiation (2010) (37)
Multilevel Nested Simulation for Efficient Risk Estimation (2018) (37)
An Approach for Multi-Stage Calculations Incorporating Unsteadiness (1992) (36)
Parallelization Techniques for Random Number Generators (2011) (35)
Multilevel Monte Carlo methods for applications in finance (2012) (35)
Algorithmic Differentiation: Adjoint Greeks Made Easy (2011) (34)
Vectorizing unstructured mesh computations for many‐core architectures (2014) (34)
Eigenmode Analysis for Turbomachinery Applications (2005) (34)
Monte Carlo evaluation of sensitivities in computational finance (2007) (34)
Inexpensive Monte Carlo Uncertainty Analysis (2005) (33)
Eigenmode Analysis of Boundary Conditions for the One-Dimensional Preconditioned Euler Equations (1999) (33)
Adaptive Euler-Maruyama Method for SDEs with Non-globally Lipschitz Drift: Part I, Finite Time Interval (2016) (33)
Finite Element Algorithms and Data Structures on Graphical Processing Units (2015) (32)
Multilevel Path Simulation for Jump-Diffusion SDEs (2012) (31)
Design and initial performance of a high-level unstructured mesh framework on heterogeneous parallel systems (2013) (31)
Loop Tiling in Large-Scale Stencil Codes at Run-Time with OPS (2017) (31)
Multigrid aircraft computations using the OPlus parallel library (1996) (30)
A Numerical Study of Flutter in a Transonic Fan (1997) (30)
A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations (2014) (30)
Aircraft computations using multigrid and an unstructured parallel library (1995) (30)
Vibrato Monte Carlo Sensitivities (2009) (29)
Propagation and stability of wavelike solutions of finite difference equations with variable coefficients (1985) (29)
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI (2017) (29)
Implicit time accurate solutions on unstructured dynamic grids (1995) (29)
Vortex shedding in high-speed compressor blade wakes (1988) (28)
Preconditioning on stretched meshes (1995) (28)
Turbomachinery Design Optimization Using Automatic Differentiated Adjoint Code (2007) (27)
An adaptive multi-level simulation algorithm for stochastic biological systems. (2014) (26)
Analysis of the accuracy of shock-capturing in the steady quasi-1D Euler equations (1995) (26)
Newton solution of steady two-dimensional transonic flow (1985) (26)
Inlet radial temperature redistribution in a transonic turbine stage (1990) (25)
Adjoint recovery of superconvergent functionals from approximate solutions of partial differential equations (1998) (25)
Fat versus Thin Threading Approach on GPUs: Application to Stochastic Simulation of Chemical Reactions (2012) (25)
Three-Dimensional Nonreflecting Boundary Conditions for Swirling Flow in Turbomachinery (2007) (24)
Antithetic Multilevel Monte Carlo Estimation for Multidimensional SDEs (2013) (24)
Blade Row Interaction Effects on Compressor Measurements (1993) (23)
A Navier-Stokes analysis of airfoils in oscillating transonic cascades for the prediction of aerodynamic damping (1997) (23)
Quasi-3-D non-reflecting boundary conditions for Euler equations calculations (1991) (23)
STABILITY AND ACCURACY OF NUMERICAL BOUNDARY CONDITIONS IN AEROELASTIC ANALYSIS (1997) (22)
GPU Implementation of Finite Difference Solvers (2014) (21)
Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes (2018) (21)
Upwind control volumes - A new upwind approach (1990) (20)
Approximating the erfinv Function (2012) (20)
Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation (2013) (20)
Nozzle Guide Vane Shock Wave Propagation and Bifurcation in a Transonic Turbine Rotor (1990) (20)
Computing Greeks Using Multilevel Path Simulation (2012) (20)
A two-dimensional transonic aerodynamic design method (1986) (19)
Newton Solution of Coupled Euler and Boundary-Layer Equations (1986) (19)
Multilevel Monte Carlo for exponential Lévy models (2017) (19)
Multilevel Monte Carlo for basket options (2009) (19)
Design and Performance of the OP2 Library for Unstructured Mesh Applications (2011) (19)
Extending the Multi-level Method for the Simulation of Stochastic Biological Systems (2014) (18)
Some Applications of a Time-Linearized Euler Method to Flutter & Forced Response in Turbomachinery (1998) (18)
Performance Analysis of a High-Level Abstractions-Based Hydrocode on Future Computing Systems (2014) (18)
Generalised multilevel Picard approximations (2019) (17)
Second-Order Effects of Unsteadiness on the Performance of Turbomachines (1992) (17)
Stability Analysis of Preconditioned Approximations of the Euler Equations on Unstructured Meshes (2002) (17)
Manycore Algorithms for Batch Scalar and Block Tridiagonal Solvers (2016) (16)
Grid Enabled Optimisation and Design Search (Geodise) (2002) (16)
Large-scale performance of a DSL-based multi-block structured-mesh application for Direct Numerical Simulation (2019) (15)
The VOLNA-OP2 tsunami code (version 1.5) (2018) (15)
Compiler Optimizations for Industrial Unstructured Mesh CFD Applications on GPUs (2012) (15)
Stability Analysis of a Galerkin/Runge-Kutta Navier-Stokes Discretisation on Unstructured Tetrahedral Grids (1997) (15)
Multilevel Monte Carlo method for ergodic SDEs without contractivity (2018) (14)
Analytic Adjoint Solutions for the Quasi-1D Euler Equations (2000) (14)
Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces (2017) (13)
Superconvergent lift estimates through adjoint error analysis (2001) (13)
Adjoint methods for turbomachinery design (2001) (13)
Benchmarking the IBM Power8 processor (2015) (13)
MLMC for Nested Expectations (2018) (13)
On the validity of linearized unsteady Euler equations with shock capturing (1991) (12)
Generalized conservation cells for finite volume calculations (1987) (12)
Multilevel Monte Carlo estimation of the expected value of sample information (2019) (12)
Eigenmode analysis of unsteady one-dimensional Euler equations (1983) (12)
Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations (2014) (11)
Sharp error estimates for discretizations of the 1D convection–diffusion equation with Dirac initial data (2007) (11)
Predictions of 3-D Steady and Unsteady Inviscid Transonic Stator/Rotor Interaction With Inlet Radial Temperature Non-Uniformity (1993) (11)
Auto-vectorizing a large-scale production unstructured-mesh CFD application (2016) (11)
Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision (2020) (11)
Stabilization of a Linearized Navier-Stokes Solver for Turbomachinery Aeroelasticity (2003) (11)
Analysis of the effect of mistuning on turbomachinery aeroelasticity (2001) (11)
Determination of Drag From Three-Dimensional Viscous and Inviscid Flowfield Computations (1997) (11)
OGV Tailoring to Alleviate Pylon-OGV-Fan Interaction (1995) (11)
An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations (2016) (11)
An Analytical Study of Loop Tiling for a Large-Scale Unstructured Mesh Application (2012) (10)
Aerospace design: A complex task (1997) (10)
Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions (2017) (10)
The computation of Greeks with multilevel Monte Carlo (2011) (10)
A Navier Stokes Analysis of Airfoils in Oscillating Transonic Cascades for the Prediction of Aerodynamic Damping (1995) (10)
A three-dimensional hybrid finite element/spectral analysis of noise radiation from turbofan inlets (2006) (10)
Conservative streamtube solution of steady-state Euler equations (1984) (10)
Adjoint Harmonic Sensitivities for Forced Response Minimization (2003) (9)
Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling (2016) (9)
Random bit multilevel algorithms for stochastic differential equations (2018) (9)
Flutter and Forced Response of Mistuned Turbomachinery (2000) (9)
Software Abstractions and Methodologies for HPC Simulation Codes on Future Architectures (2013) (9)
A Framework for Multi-Stage Unsteady Flow Calculations (1993) (8)
Multilevel Monte Carlo for Scalable Bayesian Computations (2016) (8)
Beyond 16GB: Out-of-Core Stencil Computations (2017) (8)
Predictive modeling and analysis of OP2 on distributed memory GPU clusters (2012) (8)
XML for Visualization (2002) (8)
Adaptive Multilevel Monte Carlo Approximation of Distribution Functions (2017) (8)
Preconditioning harmonic unsteady potential flow calculations (2006) (8)
Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients (2016) (8)
Design and Development of Domain Specific Active Libraries with Proxy Applications (2015) (7)
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (2019) (7)
Visual3: A software environment for flow visualization (1991) (7)
Aerodynamic design optimisation for complex geometries using unstructured grids (1997) (7)
Analysis of Adjoint Error Correction for Superconvergent Functional Estimates (2001) (7)
Variance Reduction through Multilevel Monte Carlo Path Calculations (2008) (7)
Defect and Adjoint Error Correction (2001) (7)
Mesh independent loop fusion for unstructured mesh applications (2012) (7)
Stability Analysis of Galerkin/Runge-Kutta Navier-Stokes Discretisations on Unstructured Grids (1995) (6)
Methods to utilize SIMT and SIMD instruction level parallelism in tridiagonal solvers (2014) (6)
Accelerated convergence of Euler solutions using time inclining (1990) (6)
On the stability and convergence of discretizations of initial value p.d.e.s (1997) (6)
Predictive modeling and analysis of OP2 on distributed memory GPU clusters (2011) (5)
Algorithm 955 (2016) (5)
The use of automatic differentiation for adjoint CFD codes (2006) (5)
A Numerical Study of the Steady Scalar Convective Diffusion Equation for Small Viscosity (1984) (5)
High-level Abstractions for Performance, Portability and Continuity of Scientific Software on Future Computing Systems-CloverLeaf 3D (2014) (5)
Stabilizing Linear Harmonic Flow Solvers for Turbomachinery Aeroelasicity with Complex Interative Algorithms (2006) (5)
Design optimisation for complex geometries (1997) (5)
High Performance Computing on the IBM Power8 Platform (2016) (4)
Vortex shedding in compressor blade wakes (1987) (4)
Pricing Exotic Options Using Strong Convergence Properties (2008) (4)
Performance Analysis and Optimization of the OP 2 Framework on Many-Core Architectures (2012) (4)
Visualization of three-dimensional CFD solutions (1989) (4)
Multilevel Monte Carlo path simulation using the Milstein discretisation for option prizing (2010) (4)
Analysis of parallel processor architectures for the solution of the Black-Scholes PDE (2015) (4)
Computing linear harmonic unsteady flows in turbomachines with complex iterative solvers (2005) (4)
Multilevel and Quasi Monte Carlo Methods for the Calculation of the Expected Value of Partial Perfect Information (2021) (4)
Multi Level Monte Carlo methods for a class of ergodic stochastic differential equations (2016) (4)
The upwind control volume scheme for unstructured triangular grids (1989) (4)
Analysis of nested multilevel Monte Carlo using approximate Normal random variables (2021) (4)
Sub-sampling and other considerations for efficient risk estimation in large portfolios (2019) (4)
Multilevel Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (2016) (3)
A framework for parallel unstructured grid applications on GPUs (2011) (3)
The VOLNA-OP2 Tsunami Code (Version 1.0) (2018) (3)
Convergence acceleration through the use of time inclining (1989) (3)
Some Thoughts on Exploiting Cfd for Turbomachinery Design (3)
Monte Carlo Methods for Uncertainty Quantification (2013) (3)
Asymptotic analysis of numerical wave propagation in finite difference equations (1983) (3)
Simultaneous Viscous-Inviscid Coupling via Transpiration (1995) (3)
Approximating inverse cumulative distribution functions to produce approximate random variables (2020) (3)
Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling (2019) (2)
Unsteady Flow Phenomena in Turbomachines (1990) (2)
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (2013) (2)
Crank–Nicolson Scheme (2010) (2)
Generation and use of unstructured grids for turbomachinery calculations (1991) (2)
Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic Systems (2020) (2)
Aeroacoustic analysis using a hybrid finite element method (2005) (2)
Grid services in action: grid enabled optimisation and design search (2002) (2)
AN INTRODUCTION TO MULTILEVEL MONTE CARLO METHODS (2019) (2)
Multilevel Path Branching for Digital Options (2022) (2)
Multilevel Monte Carlo For Exponential L\'{e}vy Models (2014) (2)
Performance Analysis and Optimisation of the OP 2 Framework on Many-core Architectures (2010) (1)
Adjoint Methods in Computational Science, Engineering, and Finance (Dagstuhl Seminar 14371) (2014) (1)
Designing OP 2 for GPU Architectures (2015) (1)
Analysis of multilevel Monte Carlo using the Milstein discretisation (2018) (1)
Stability analysis of numerical interface boundary conditions for parabolic equations (1995) (1)
Infrared Cloud Scene Radiance Model (1989) (1)
Improving resilience of scientific software through a domain-specific approach (2019) (1)
QMC Sampling from Empirical Datasets (2018) (1)
Stability and convergence of discretisations of initial value p.d.e.'s (1996) (1)
Inexpensive uncertainty analysis for CFD applications (2014) (1)
2. An adaptive random bit multilevel algorithm for SDEs (2019) (1)
Pricing exotic options using improved strong convergence (2008) (1)
Advanced Monte-Carlo Sampling Schemes for Value of Information Estimation (2017) (0)
Multilevel path simulation for jump-diffusion (2011) (0)
MLMC techniques for discontinuous functions (2023) (0)
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (2019) (0)
Parallel stochastic simulation using graphics processing units for the Systems Biology Toolbox for MATLAB Supplemental material (2011) (0)
Multilevel Monte Carlo Estimation of the Expected Value of Sample Information | SIAM/ASA Journal on Uncertainty Quantification | Vol. 8, No. 3 | Society for Industrial and Applied Mathematics (2020) (0)
Application of multilevel Monte Carlo to the simulation of dilute polymers (2014) (0)
Multilevel Monte Carlo for exponential Lévy models (2017) (0)
A Hybrid FE/Spectral Analysis of Turbofan Aeroacoustics (2006) (0)
Number 10 / 51 STOCHSIMGPU Parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB by (2010) (0)
Pathwise Delta: Forward Method (0)
Finite Element Algorithms and Data Structures on Graphical Processing Units (2013) (0)
SAROD-2005 Inexpensive Monte Carlo Uncertainty Analysis (0)
Progress in Applied Numerical Analysis for Computational Fluid Dynamics (1998) (0)
Computing Greeks using multilevel path simulation Technical report , January 2011 (2011) (0)
A high-level programming framework for parallelizing unstructured grid solvers (0)
A 97-32462 AIAA-97-1953 Accelerating Three-Dimensional Navier-Stokes Calculations (2001) (0)
Adjoint Error Corre tionfor Integral OutputsMi (2009) (0)
2 Mathematical overview 2 . 1 Linear and adjoint sensitivity propagation (0)
Tsunami simulation using the OP2 parallel framework (2013) (0)
2 L ’ Ecuyer ’ s Multiple Recursive Generator MRG 32 k 3 a 2 . 1 Formulation (2010) (0)
Experimental and Theoretical Investigations of Flow Fields and Heat Transfer in Modern Gas Turbines. (1981) (0)
Multilevel Monte Carlo for computing mean exit times (2013) (0)
Improved lift and drag estimatesusing adjoint (2010) (0)
Quasi-Monte Carlo for ﬁnance applications (2008) (0)
A Hybrid Spectral Analysis of Noise Radiated from Non-Axisymmetric Turbofan Inlets (2005) (0)
Many applications in mathematical finance require the numerical solution of variants of the Black – Scholes equation (2006) (0)
Rounding error using low precision approximate random variables (2020) (0)
Fluid Dynamics of High Performance Turbomachines. (1987) (0)
Efficient Risk Estimation for the Credit Valuation Adjustment (2023) (0)
A Hybrid FE / Spectral Formulation of Turbofan Noise Radiation (0)
Monte Carlo estimation of the expected value of sample information. SIAM/ASA Uncertainty Quantification, (2020) (0)
OP2-TPDS2015-DATA (2015) (0)
Algorithm Developments forDis rete Adjoint MethodsMi (2001) (0)
A pr 2 01 3 Multilevel Monte Carlo methods (2013) (0)
Adjoint Sensitivity Analysis for Aeroacoustic Applications (2003) (0)
Parallel stochastic simulation using graphics processing units for the Systems Biology Toolbox for MATLAB Software usage guide (2011) (0)
Ecien t Hessian Calculation using Automatic Dieren tiation (2007) (0)
Aerodynami design optimisation for omplexgeometries using unstru tured grids (2011) (0)
Air Force Research in Aero Propulsion Technology. (1987) (0)
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI (2018) (0)
Air Force Research in Aero Propulsion Technology (AFRAPT) (1990) (0)
Analysis of Adjoint Error Corre tion forSuper onvergent Fun tional EstimatesMi (2001) (0)
Multilevel Monte Carlo for jump processes (2013) (0)
CONCURRENCY AND COMPUTATION : PRACTICE AND EXPERIENCE Concurrency Computat (2015) (0)
Extending the Multi-level Method for the Simulation of Stochastic Biological Systems (2016) (0)
Multilevel Monte Carlo for the simulation of dilute polymers (2014) (0)

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