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2024
- Consensus-Based Rare Event Estimation. SIAM Journal on Scientific Computing 46 (3), 2024, A1487-A1513 more… BibTeX Full text ( DOI )
2022
- EP-PINNs: Cardiac Electrophysiology Characterisation using Physics-Informed Neural Networks. Frontiers in Cardiovascular Medicine, 2022 more… BibTeX Full text ( DOI )
- The ensemble Kalman filter for rare event estimation. SIAM/ASA Journal on Uncertainty Quantification 10 (1), 2022, 317--349 more… BibTeX Full text ( DOI )
2021
- Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators. SIAM/ASA Journal on Uncertainty Quantification 9 (3), 2021, 953--978 more… BibTeX Full text ( DOI )
- Bayesian inference with subset simulation in varying dimensions applied to the Karhunen-Loeve expansion. International Journal for Numerical Methods in Engineering 122 (18), 2021, 5100--5127 more… BibTeX Full text ( DOI )
- Error analysis for probabilities of rare events with approximate models. SIAM Journal on Numerical Analysis 59 (4), 2021, 1948--1975 more… BibTeX Full text ( DOI )
2020
- A Practical Example for the Non-linear Bayesian Filtering of Model Parameters. In: Lecture Notes in Computational Science and Engineering. Springer International Publishing, 2020 more… BibTeX Full text ( DOI )
- Multilevel Adaptive Sparse Leja Approximations for Bayesian Inverse Problems. SIAM Journal on Scientific Computing 42 (1), 2020, A424--A451 more… BibTeX Full text ( DOI )
- Certified and fast computations with shallow covariance kernels. Foundations of Data Science 2 (4), 2020, 487--512 more… BibTeX Full text ( DOI )
- On the Well-posedness of Bayesian Inverse Problems. SIAM/ASA Journal on Uncertainty Quantification 8 (1), 2020, 451-482 more… BibTeX Full text ( DOI )
- On Multilevel Best Linear Unbiased Estimators. SIAM/ASA Journal on Uncertainty Quantification 8 (2), 2020, 601--635 more… BibTeX Full text ( DOI )
- Multilevel Sequential Importance Sampling for Rare Event Estimation. SIAM Journal on Scientific Computing 42 (4), 2020, A2062--A2087 more… BibTeX Full text ( DOI )
2019
- An application of sparse measure valued Bayesian inversion to acoustic sound source identification. Inverse Problems 35 (7), 2019, 075005 more… BibTeX Full text ( DOI )
- Bayesian Parameter Identification in Cahn--Hilliard Models for Biological Growth. SIAM/ASA Journal on Uncertainty Quantification 7 (2), 2019, 526--552 more… BibTeX Full text ( DOI )
- Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields. SIAM/ASA Journal on Uncertainty Quantification 7 (3), 2019, 948--974 more… BibTeX Full text ( DOI )
- Fast sampling of parameterised Gaussian random fields. Computer Methods in Applied Mechanics and Engineering 348, 2019, 978--1012 more… BibTeX Full text ( DOI )
2018
- Multilevel Sequential2 Monte Carlo for Bayesian inverse problems. Journal of Computational Physics 368, 2018, 154--178 more… BibTeX Full text ( DOI )
2017
- Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients. SIAM/ASA Journal on Uncertainty Quantification 5 (1), 2017, 466--492 more… BibTeX Full text ( DOI )
- Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems. Mathematics of Computation 86 (308), 2017, 2827--2860 more… BibTeX Full text ( DOI )
- Random fields in Bayesian inference: effects of the random field discretization. Safety, Reliability, Risk, Resilience and Sustainability of Structures and Infrastructure. Proceedings of the 12th International Conference on Structural Safety and Reliability (ICOSSAR2017),Vienna, Austria, 6–10 August 2017, 2017 more… BibTeX
2015
- Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. Stoch PDE: Anal Comp 4 (1), 2015, 41--75 more… BibTeX Full text ( DOI )
- Multilevel Estimation of Rare Events. SIAM/ASA Journal on Uncertainty Quantification 3 (1), 2015, 922--953 more… BibTeX Full text ( DOI )
- Solving Log-Transformed Random Diffusion Problems by Stochastic Galerkin Mixed Finite Element Methods. SIAM/ASA Journal on Uncertainty Quantification 3 (1), 2015, 509--534 more… BibTeX Full text ( DOI )
2014
- Erratum: Preconditioning Stochastic Galerkin Saddle Point Systems. SIAM. J. Matrix Anal. & Appl. 35 (1), 2014, 314--315 more… BibTeX Full text ( DOI )
2013
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. Numer. Math. 125 (3), 2013, 569--600 more… BibTeX Full text ( DOI )
2012
- Efficient Iterative Solvers for Stochastic Galerkin Discretizations of Log-Transformed Random Diffusion Problems. SIAM J. Sci. Comput. 34 (2), 2012, A659--A682 more… BibTeX Full text ( DOI )
2011
- Expansion of random field gradients using hierarchical matrices. Proc. Appl. Math. Mech. 11 (1), 2011, 911--914 more… BibTeX Full text ( DOI )
- On the convergence of generalized polynomial chaos expansions. ESAIM: M2AN 46 (2), 2011, 317--339 more… BibTeX Full text ( DOI )
2010
- Stochastic Galerkin Matrices. SIAM. J. Matrix Anal. & Appl. 31 (4), 2010, 1848--1872 more… BibTeX Full text ( DOI )
- Preconditioning Stochastic Galerkin Saddle Point Systems. SIAM. J. Matrix Anal. & Appl. 31 (5), 2010, 2813--2840 more… BibTeX Full text ( DOI )
- A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations. SIAM J. Sci. Comput. 32 (2), 2010, 923--946 more… BibTeX Full text ( DOI )
2008
- Efficient solvers for a linear stochastic Galerkin mixed formulation of diffusion problems with random data. SIAM J. Sci. Comput. 31 (2), 2008, 1424--1447 more… BibTeX Full text ( DOI )
2007
- Computational aspects of the stochastic finite element method. Comput. Visual Sci. 10 (1), 2007, 3--15 more… BibTeX Full text ( DOI )