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 **Sat May 27 08:15:04 2017 BST**.