Averaging techniques are popular tools in adaptive finite element methods since they provide efficient a posteriori error estimates by a simple postprocessing. In the second paper ...
We propose a nonequilibrium sampling method for computing free energy profiles along a given reaction coordinate. The method consists of two parts: a controlled Langevin sampler ...
Juan C. Latorre, Carsten Hartmann, Christof Sch&uu...
In the present paper we provide an analytical solution for pricing discrete barrier options in the Black-Scholes framework. We reduce the valuation problem to a Wiener-Hopf equatio...
We propose a Markov process model for spike-frequency adapting neural ensembles which synthesizes existing mean-adaptation approaches, population density methods, and inhomogeneou...
Eilif Mueller, Lars Buesing, Johannes Schemmel, Ka...
In this paper, we propose a stochastic mixed multiscale finite element method. The proposed method solves the stochastic porous media flow equation on the coarse grid using a set ...