Andrea Barth
Andrea Barth
University of Stuttgart, ETH Zurich
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Citeras av
Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
A Barth, C Schwab, N Zollinger
Numerische Mathematik 119, 123-161, 2011
Multilevel Monte Carlo method for parabolic stochastic partial differential equations
A Barth, A Lang, C Schwab
BIT Numerical Mathematics 53, 3-27, 2013
Simulation of stochastic partial differential equations using finite element methods
A Barth, A Lang
Stochastics An International Journal of Probability and Stochastic Processes …, 2012
Multilevel Monte Carlo method with applications to stochastic partial differential equations
A Barth, A Lang
International Journal of Computer Mathematics 89 (18), 2479-2498, 2012
Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises
A Barth, A Lang
Applied Mathematics & Optimization 66, 387-413, 2012
Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs
A Abdulle, A Barth, C Schwab
Multiscale Modeling & Simulation 11 (4), 1033-1070, 2013
A finite element method for martingale-driven stochastic partial differential equations
A Barth
Communications on Stochastic Analysis 4 (3), 4, 2010
Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario
M Köppel, F Franzelin, I Kröker, S Oladyshkin, G Santin, D Wittwar, ...
Computational Geosciences 23, 339-354, 2019
Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations
A Barth, A Lang
Stochastic Processes and their Applications 123 (5), 1563-1587, 2013
The forward dynamics in energy markets–infinite-dimensional modelling and simulation
A Barth, FE Benth
Stochastics An International Journal of Probability and Stochastic Processes …, 2014
Detecting stochastic inclusions in electrical impedance tomography
A Barth, B Harrach, N Hyvönen, L Mustonen
Inverse Problems 33 (11), 115012, 2017
A study of elliptic partial differential equations with jump diffusion coefficients
A Barth, A Stein
SIAM/ASA Journal on Uncertainty Quantification 6 (4), 1707-1743, 2018
Hedging of spatial temperature risk with market-traded futures
A Barth, FE Benth, J Potthoff
Applied Mathematical Finance 18 (2), 93-117, 2011
Computational uncertainty quantification for a clarifier-thickener model with several random perturbations: A hybrid stochastic Galerkin approach
A Barth, R Bürger, I Kroeker, C Rohde
Computers & Chemical Engineering 89, 11-26, 2016
Stochastic partial differential equations: approximations and applications
A Barth
Approximation and simulation of infinite-dimensional Lévy processes
A Barth, A Stein
Stochastic and Partial Differential Equations, 2017
A non-stationary model of dividend distribution in a stochastic interest-rate setting
A Barth, S Moreno–Bromberg, O Reichmann
Computational Economics 47, 447-472, 2016
Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise
A Barth, T Stüwe
Mathematics and Computers in Simulation 143, 215-225, 2018
Data-driven time parallelism via forecasting
K Carlberg, L Brencher, B Haasdonk, A Barth
SIAM Journal on Scientific Computing 41 (3), B466-B496, 2019
Multilevel Monte Carlo simulation of statistical solutions to the Navier–Stokes equations
A Barth, C Schwab, J Šukys
Monte Carlo and Quasi-Monte Carlo Methods: MCQMC, Leuven, Belgium, April …, 2016
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