Wagner, Fabian; Latz, Jonas; Papaioannou, Iason; Ullmann, Elisabeth Error analysis for probabilities of rare events with approximate models. (English) Zbl 1492.65331 SIAM J. Numer. Anal. 59, No. 4, 1948-1975 (2021). Reviewer: Christoph Erath (Feldkirch) MSC: 65N30 65N15 60E15 60G60 62F15 35R60 PDFBibTeX XMLCite \textit{F. Wagner} et al., SIAM J. Numer. Anal. 59, No. 4, 1948--1975 (2021; Zbl 1492.65331) Full Text: DOI arXiv
Latz, Jonas; Eisenberger, Marvin; Ullmann, Elisabeth Fast sampling of parameterised Gaussian random fields. (English) Zbl 1441.65001 Comput. Methods Appl. Mech. Eng. 348, 978-1012 (2019). MSC: 65C05 60G60 62F15 62M40 65N21 65N25 PDFBibTeX XMLCite \textit{J. Latz} et al., Comput. Methods Appl. Mech. Eng. 348, 978--1012 (2019; Zbl 1441.65001) Full Text: DOI arXiv
Kuo, Frances Y.; Scheichl, Robert; Schwab, Christoph; Sloan, Ian H.; Ullmann, Elisabeth Multilevel quasi-Monte Carlo methods for lognormal diffusion problems. (English) Zbl 1368.65005 Math. Comput. 86, No. 308, 2827-2860 (2017). MSC: 65C05 60J60 65N30 PDFBibTeX XMLCite \textit{F. Y. Kuo} et al., Math. Comput. 86, No. 308, 2827--2860 (2017; Zbl 1368.65005) Full Text: DOI arXiv
Ali, Ahmad Ahmad; Ullmann, Elisabeth; Hinze, Michael Multilevel Monte Carlo analysis for optimal control of elliptic PDEs with random coefficients. (English) Zbl 1371.35371 SIAM/ASA J. Uncertain. Quantif. 5, 466-492 (2017). MSC: 35R60 49J20 60H35 65C05 65N30 35A35 PDFBibTeX XMLCite \textit{A. A. Ali} et al., SIAM/ASA J. Uncertain. Quantif. 5, 466--492 (2017; Zbl 1371.35371) Full Text: DOI arXiv
Graham, I. G.; Scheichl, R.; Ullmann, E. Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods. (English) Zbl 1371.65008 Stoch. Partial Differ. Equ., Anal. Comput. 4, No. 1, 41-75 (2016). Reviewer: Jaromír Antoch (Praha) MSC: 65C30 65N15 65N30 65C05 60H35 35R60 60H15 76S05 76M35 PDFBibTeX XMLCite \textit{I. G. Graham} et al., Stoch. Partial Differ. Equ., Anal. Comput. 4, No. 1, 41--75 (2016; Zbl 1371.65008) Full Text: DOI arXiv Link
Ullmann, Elisabeth; Papaioannou, Iason Multilevel estimation of rare events. (English) Zbl 1327.65246 SIAM/ASA J. Uncertain. Quantif. 3, 922-953 (2015). MSC: 65N30 65C05 65C40 60H35 35R60 PDFBibTeX XMLCite \textit{E. Ullmann} and \textit{I. Papaioannou}, SIAM/ASA J. Uncertain. Quantif. 3, 922--953 (2015; Zbl 1327.65246) Full Text: DOI Link
Teckentrup, A. L.; Scheichl, R.; Giles, M. B.; Ullmann, E. Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. (English) Zbl 1306.65009 Numer. Math. 125, No. 3, 569-600 (2013). MSC: 65C30 65C05 60H15 60H35 35R60 65N15 65N30 PDFBibTeX XMLCite \textit{A. L. Teckentrup} et al., Numer. Math. 125, No. 3, 569--600 (2013; Zbl 1306.65009) Full Text: DOI arXiv