Quantifying uncertain system outputs via the multilevel Monte Carlo method—Part I: Central moment estimation S Krumscheid, F Nobile, M Pisaroni Journal of Computational Physics 414, 109466, 2020 | 45 | 2020 |
Multilevel Monte Carlo approximation of functions S Krumscheid, F Nobile SIAM/ASA Journal on Uncertainty Quantification 6 (3), 1256-1293, 2018 | 44 | 2018 |
Data-driven coarse graining in action: Modeling and prediction of complex systems S Krumscheid, M Pradas, GA Pavliotis, S Kalliadasis Physical Review E 92 (4), 042139, 2015 | 43 | 2015 |
Semiparametric drift and diffusion estimation for multiscale diffusions S Krumscheid, GA Pavliotis, S Kalliadasis Multiscale Modeling & Simulation 11 (2), 442-473, 2013 | 36 | 2013 |
A new framework for extracting coarse-grained models from time series with multiscale structure S Kalliadasis, S Krumscheid, GA Pavliotis Journal of Computational Physics 296, 314-328, 2015 | 33 | 2015 |
Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters M Martin, S Krumscheid, F Nobile ESAIM: Mathematical Modelling and Numerical Analysis 55 (4), 1599-1633, 2021 | 27 | 2021 |
Novel series connection concept for thin film solar modules S Haas, S Krumscheid, A Bauer, A Lambertz, U Rau Progress in Photovoltaics: Research and Applications 21 (5), 972-979, 2013 | 20 | 2013 |
Central limit theorems for multilevel Monte Carlo methods H Hoel, S Krumscheid Journal of Complexity 54, 101407, 2019 | 16 | 2019 |
Analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters M Martin, S Krumscheid, F Nobile Preprint, 1-39, 2018 | 16 | 2018 |
Quantifying uncertainties in contact mechanics of rough surfaces using the multilevel Monte Carlo method V Rey, S Krumscheid, F Nobile International Journal of Engineering Science 138, 50-64, 2019 | 15 | 2019 |
Adaptive stratified sampling for nonsmooth problems P Pettersson, S Krumscheid International Journal for Uncertainty Quantification 12 (6), 2022 | 11 | 2022 |
Detecting regime transitions of the nocturnal and polar near-surface temperature inversion A Kaiser, D Faranda, S Krumscheid, D Belušić, N Vercauteren Journal of the Atmospheric Sciences 77 (8), 2921-2940, 2020 | 11 | 2020 |
Statistical learning of nonlinear stochastic differential equations from nonstationary time series using variational clustering V Boyko, S Krumscheid, N Vercauteren Multiscale Modeling & Simulation 20 (4), 1251-1283, 2022 | 7 | 2022 |
QUANTIFYING UNCERTAIN SYSTEM OUTPUTS VIA THE MULTI-LEVEL MONTE CARLO METHOD− DISTRIBUTION AND ROBUSTNESS MEASURES Q Ayoul-Guilmard, S Ganesh, S Krumscheid, F Nobile International Journal for Uncertainty Quantification 13 (5), 2023 | 6 | 2023 |
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation TV Hoang, S Krumscheid, HG Matthies, R Tempone arXiv preprint arXiv:2106.07908, 2021 | 6 | 2021 |
Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data S Krumscheid Mathematical Models and Methods in Applied Sciences 28 (08), 1565-1597, 2018 | 6* | 2018 |
On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods L Espath, S Krumscheid, R Tempone, P Vilanova arXiv preprint arXiv:2109.10933, 2021 | 4 | 2021 |
Benchmark of fast Coulomb Solvers for open and periodic boundary conditions S Krumscheid Forschungszentrum Jülich GmbH, Jülich Supercomputing Centre, 2010 | 4 | 2010 |
Dynamical stability indicator based on autoregressive moving-average models: Critical transitions and the Atlantic meridional overturning circulation M Rodal, S Krumscheid, G Madan, J Henry LaCasce, N Vercauteren Chaos: An Interdisciplinary Journal of Nonlinear Science 32 (11), 2022 | 2 | 2022 |
Detecting regime transitions of the nocturnal and Polar boundary layer A Kaiser, D Faranda, S Krumscheid, D Beluši, N Vercauteren Journal of the Atmospheric Sciences, 2019 | 2 | 2019 |