Erik von Schwerin

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Giovanni Migliorati, Fabio Nobile, Erik von Schwerin et al. · SIAM Journal on Scientific Computing · 2013 · 83 citations · Full text

Spectral Theory, Numerical Analysis, Random Permeability +18

Analysis of Discrete $$L^2$$ L 2 Projection on Polynomial Spaces with Random Evaluations

Giovanni Migliorati, Fabio Nobile, Erik von Schwerin et al. · Foundations of Computational Mathematics · 2014 · 69 citations · Full text

Random Evaluations, Interpolation Space, Orthogonal Polynomial +4

Optimization of mesh hierarchies in multilevel Monte Carlo samplers

Abdul-Lateef Haji-Ali, Fabio Nobile, Erik von Schwerin et al. · Stochastic Partial Differential Equations Analysis and Computations · 2015 · 52 citations · Full text

Geometric Modeling, Mesh Optimization, Engineering +9

Implementation and analysis of an adaptive multilevel Monte Carlo algorithm

Håkon Hoel, Erik von Schwerin, Anders Szepessy et al. · Monte Carlo Methods and Applications · 2013 · 49 citations · Full text

On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations

Christian Bayer, Håkon Hoel, Erik von Schwerin et al. · SIAM Journal on Scientific Computing · 2014 · 31 citations · Full text