| Multilevel ensemble Kalman filtering H Hoel, KJH Law, R Tempone SIAM Journal on Numerical Analysis 54 (3), 1813-1839, 2016 | 102 | 2016 |
| Adaptive multilevel monte carlo simulation H Hoel, E Von Schwerin, A Szepessy, R Tempone Numerical Analysis of Multiscale Computations: Proceedings of a Winter …, 2011 | 65 | 2011 |
| Implementation and analysis of an adaptive multilevel Monte Carlo algorithm H Hoel, E Von Schwerin, A Szepessy, R Tempone Monte Carlo Methods and Applications 20 (1), 1-41, 2014 | 52 | 2014 |
| On nonasymptotic optimal stopping criteria in Monte Carlo simulations C Bayer, H Hoel, E Von Schwerin, R Tempone SIAM Journal on Scientific Computing 36 (2), A869-A885, 2014 | 34 | 2014 |
| Multilevel ensemble Kalman filtering for spatio-temporal processes A Chernov, H Hoel, KJH Law, F Nobile, R Tempone Numerische Mathematik 147, 71-125, 2021 | 29 | 2021 |
| A numerical scheme using multi-shockpeakons to compute solutions of the Degasperis-Procesi equation. HA Hoel Electronic Journal of Differential Equations (EJDE)[electronic only] 2007 …, 2007 | 24 | 2007 |
| Multilevel ensemble Kalman filtering based on a sample average of independent EnKF estimators H Hoel, G Shaimerdenova, R Tempone arXiv preprint arXiv:2002.00480, 2020 | 21* | 2020 |
| Multilevel ensemble Kalman filtering for spatially extended models A Chernov, H Hoel, K Law, F Nobile, R Tempone arXiv preprint arXiv:1608.08558, 2016 | 18 | 2016 |
| Central limit theorems for multilevel Monte Carlo methods H Hoel, S Krumscheid Journal of Complexity 54, 101407, 2019 | 14 | 2019 |
| Path-dependent convex conservation laws H Hoel, KH Karlsen, NH Risebro, EB Storrøsten Journal of Differential Equations 265 (6), 2708-2744, 2018 | 9 | 2018 |
| Computational error estimates for Born–Oppenheimer molecular dynamics with nearly crossing potential surfaces C Bayer, H Hoel, A Kadir, P Plecháè, M Sandberg, A Szepessy Applied Mathematics Research eXpress 2015 (2), 329-417, 2015 | 9 | 2015 |
| Numerical methods for conservation laws with rough flux H Hoel, KH Karlsen, NH Risebro, EB Storrøsten Stochastics and Partial Differential Equations: Analysis and Computations 8 …, 2020 | 8 | 2020 |
| Classical Langevin dynamics derived from quantum mechanics H Hoel, A Szepessy arXiv preprint arXiv:1906.09858, 2019 | 6 | 2019 |
| Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data EJ Hall, H Hoel, M Sandberg, A Szepessy, R Tempone SIAM Journal on Scientific Computing 38 (6), A3773-A3807, 2016 | 6 | 2016 |
| Construction of a mean square error adaptive Euler--Maruyama method with applications in multilevel Monte Carlo H HOEL, J HÄPPÖLÄ, R TEMPONE Monte Carlo and Quasi-Monte Carlo Methods, 2016 | 6 | 2016 |
| Multi-index ensemble Kalman filtering H Hoel, G Shaimerdenova, R Tempone Journal of Computational Physics 470, 111561, 2022 | 5 | 2022 |
| How accurate is molecular dynamics? C Bayer, H Hoel, P Plecháè, A Szepessy, R Tempone arXiv preprint arXiv:1104.0953, 2011 | 5 | 2011 |
| A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations AL Haji-Ali, H Hoel, R Tempone arXiv preprint arXiv:2101.00886, 2021 | 2 | 2021 |
| Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling NK Chada, H Hoel, A Jasra, GE Zouraris Journal of Scientific Computing 93 (3), 62, 2022 | 1 | 2022 |
| Higher-order adaptive methods for exit times of Itô diffusions H Hoel, S Ragunathan arXiv e-prints, arXiv: 2208.11288, 2022 | 1 | 2022 |
Raul TemponeProfessor of Applied Mathematics, Director - Center for Uncertainty Quantification, KAUSTVerified email at kaust.edu.sa
