The Mathematical Institute, University of Oxford, Eprints Archive

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Number of items: 8.

Giles, M

Giles, M.B. and Reisinger, Christoph (2012) Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance. SIAM Journal on Financial Mathematics, 3 (1). pp. 572-592.

Giles, M.B. and Ulbrich, S. (2010) Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 1: linearized approximations and linearized output functionals. SIAM Journal of Numerical Analysis, 48 (3). pp. 882-904.

Giles, M.B. and Ulbrich, S. (2010) Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 2: adjoint approximations and extensions. SIAM Journal of Numerical Analysis, 48 (3). pp. 905-921.

Pierce, N.A. and Giles, M.B. (2000) Adjoint recovery of superconvergent functionals from PDE approximations. SIAM Review, 42 (2). pp. 247-264.

Pierce, N

Pierce, N.A. and Giles, M.B. (2000) Adjoint recovery of superconvergent functionals from PDE approximations. SIAM Review, 42 (2). pp. 247-264.

Reisinger, C

Giles, M.B. and Reisinger, Christoph (2012) Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance. SIAM Journal on Financial Mathematics, 3 (1). pp. 572-592.

Ulbrich, S

Giles, M.B. and Ulbrich, S. (2010) Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 1: linearized approximations and linearized output functionals. SIAM Journal of Numerical Analysis, 48 (3). pp. 882-904.

Giles, M.B. and Ulbrich, S. (2010) Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 2: adjoint approximations and extensions. SIAM Journal of Numerical Analysis, 48 (3). pp. 905-921.

This list was generated on Wed Sep 20 11:15:04 2017 BST.