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Michael B. Giles

Identifiers

  • name variant Michael B. Giles 0.60 · backfill

Papers (17)

  1. A multilevel sketch-and-solve method for overdetermined least squares problems math.NA · 2026 · author #2
  2. Random Bit Multilevel Algorithms for Stochastic Differential Equations math.NA · 2018 · author #1
  3. Multilevel Monte Carlo Method for Ergodic SDEs without Contractivity math.NA · 2018 · author #2
  4. Multilevel nested simulation for efficient risk estimation q-fin.CP · 2018 · author #1
  5. Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients math.NA · 2017 · author #1
  6. Multilevel estimation of expected exit times and other functionals of stopped diffusions math.NA · 2017 · author #1
  7. Random Bit Quadrature and Approximation of Distributions on Hilbert Spaces math.NA · 2017 · author #1
  8. Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift: Part II, infinite time interval math.NA · 2017 · author #2
  9. Multilevel Monte Carlo and Improved Timestepping Methods in Atmospheric Dispersion Modelling math.NA · 2016 · author #5
  10. Extending the multi-level method for the simulation of stochastic biological systems q-bio.QM · 2014 · author #3
  11. An adaptive multi-level simulation algorithm for stochastic biological systems q-bio.QM · 2014 · author #3
  12. Acceleration of a Full-scale Industrial CFD Application with OP2 cs.CE · 2014 · author #4
  13. Multilevel Monte Carlo methods math.NA · 2013 · author #1
  14. Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation q-fin.CP · 2013 · author #1
  15. Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance math.NA · 2012 · author #1
  16. Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without L\'{e}vy area simulation q-fin.CP · 2012 · author #1
  17. On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods stat.CO · 2009 · author #3

Mentions

  • 1304.5472 #1 · backfill · confidence 0.70 Michael B. Giles
  • 2605.25809 #2 · arxiv_oai · confidence 0.70 Michael B. Giles
  • 1302.4676 #1 · backfill · confidence 0.70 Michael B. Giles
  • 1204.1442 #1 · backfill · confidence 0.70 Michael B. Giles
  • 1202.6283 #1 · backfill · confidence 0.70 Michael B. Giles
  • 0905.2441 #3 · backfill · confidence 0.70 Michael B. Giles

Frequent Coauthors