An improved multilevel Monte Carlo method for estimating probability distribution functions in stochastic oil reservoir simulations

Hyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity Detection

(2016) Guannan Zhang et al.   SIAM REVIEW

The method of distributions for dispersive transport in porous media with uncertain hydraulic properties

(2016) Francesca Boso et al.   WATER RESOURCES RESEARCH

Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients

(2016) David A. Barajas-Solano et al.   SIAM-ASA Journal on Uncertainty Quantification

Multilevel Monte Carlo Approximation of Distribution Functions and Densities

(2015) Michael B. Giles et al.   SIAM-ASA Journal on Uncertainty Quantification

A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow

(2015) T. J. Dodwell et al.   SIAM-ASA Journal on Uncertainty Quantification

Multilevel Markov Chain Monte Carlo Method for High-Contrast Single-Phase Flow Problems

(2014) Yalchin Efendiev et al.   Communications in Computational Physics

A reduced-order model for Monte Carlo simulations of stochastic groundwater flow

(2013) Damiano Pasetto et al.   COMPUTATIONAL GEOSCIENCES

Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients

(2013) A. L. Teckentrup et al.   NUMERISCHE MATHEMATIK

Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods

(2013) J. Charrier et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling

(2013) Guannan Zhang et al.   WATER RESOURCES RESEARCH

Efficient posterior exploration of a high-dimensional groundwater model from two-stage Markov chain Monte Carlo simulation and polynomial chaos expansion

(2013) Eric Laloy et al.   WATER RESOURCES RESEARCH

Assessment and management of risk in subsurface hydrology: A review and perspective

(2012) Daniel M. Tartakovsky   ADVANCES IN WATER RESOURCES

Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance

(2012) Michael B. Giles et al.   SIAM Journal on Financial Mathematics

Transport upscaling using multi-rate mass transfer in three-dimensional highly heterogeneous porous media

(2011) Liangping Li et al.   ADVANCES IN WATER RESOURCES

Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications

(2011) I.G. Graham et al.   JOURNAL OF COMPUTATIONAL PHYSICS

A comparative study of three-dimensional hydraulic conductivity upscaling at the macro-dispersion experiment (MADE) site, Columbus Air Force Base, Mississippi (USA)

(2011) Liangping Li et al.   JOURNAL OF HYDROLOGY

Dependence of Bayesian Model Selection Criteria and Fisher Information Matrix on Sample Size

(2011) Dan Lu et al.   Mathematical Geosciences

Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients

(2011) Andrea Barth et al.   NUMERISCHE MATHEMATIK

A comparison of seven methods for the inverse modelling of groundwater flow. Application to the characterisation of well catchments

(2009) H.J. Hendricks Franssen et al.   ADVANCES IN WATER RESOURCES

An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations

(2009) Xiang Ma et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Multilevel Monte Carlo Path Simulation

(2008) Michael B. Giles   OPERATIONS RESEARCH

An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

(2008) F. Nobile et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

(2008) F. Nobile et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS