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Publications

File DK Report 2017-06, M. Neumüller and A. Thalhammer
A Fully Parallelizable Space-Time Multilevel Monte Carlo Method for Stochastic Differential Equations with Additive Noise
File DK Report 2017-04, M. Neumüller and A. Thalhammer
Combining Space-Time Multigrid Techniques with Multilevel Monte Carlo Methods for SDEs
File DK-Report 2017-01, E. Buckwar and A. Thalhammer
Importance Sampling Techniques for Stochastic Partial Differential Equations
File A. Thalhammer. Numerical methods for stochastic partial differential equations: Analysis of stability and efficiency.
PhD Thesis, submitted 2017. Examiners: Prof. Buckwar, Prof. Lord.
File A. Lang, A. Petersson and A. Thalhammer. Mean-Square Stability Analysis of Approximations of Stochastic Differential Equations in Infinite Dimensions.
In BIT Numerical Mathematics, 2017, issn 1572-9125, https://doi.org/10.1007/s10543-017-0684-7.
File M. Ableidinger, E. Buckwar and A. Thalhammer. An Importance Sampling Technique in Monte Carlo Methods for SDEs with a.s. Stable and Mean-Square Unstable Equilibrium
In Journal of Computational and Applied Mathematics, 2016.