Elisabeth Ullmann

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 21

Top Topics

Monte Carlo Methods

Inverse Problems

Top Venues

SIAM/ASA J. Uncertain. Quantification

SIAM J. Sci. Comput.

J. Comput. Phys.

Publications

Christian Kuehn, Chiara Piazzola, Elisabeth Ullmann
Uncertainty quantification analysis of bifurcations of the Allen-Cahn equation with random coefficients. CoRR (2024)
Konstantin Althaus, Iason Papaioannou, Elisabeth Ullmann
Consensus-Based Rare Event Estimation. SIAM J. Sci. Comput. 46 (3) (2024)
Konstantin Althaus, Iason Papaioannou, Elisabeth Ullmann
Consensus-based rare event estimation. CoRR (2023)
Fabian Wagner, Iason Papaioannou, Elisabeth Ullmann
The Ensemble Kalman Filter for Rare Event Estimation. SIAM/ASA J. Uncertain. Quantification 10 (1) (2022)
Daniel Schaden, Elisabeth Ullmann
Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators. SIAM/ASA J. Uncertain. Quantification 9 (3) (2021)
Fabian Wagner, Jonas Latz, Iason Papaioannou, Elisabeth Ullmann
Error Analysis for Probabilities of Rare Events with Approximate Models. SIAM J. Numer. Anal. 59 (4) (2021)
Fabian Wagner, Iason Papaioannou, Elisabeth Ullmann
The ensemble Kalman filter for rare event estimation. CoRR (2021)
Fabian Wagner, Jonas Latz, Iason Papaioannou, Elisabeth Ullmann
Multilevel Sequential Importance Sampling for Rare Event Estimation. SIAM J. Sci. Comput. 42 (4) (2020)
Daniel Schaden, Elisabeth Ullmann
Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators. CoRR (2020)
Daniel Kressner, Jonas Latz, Stefano Massei, Elisabeth Ullmann
Certified and fast computations with shallow covariance kernels. CoRR (2020)
Daniel Schaden, Elisabeth Ullmann
On Multilevel Best Linear Unbiased Estimators. SIAM/ASA J. Uncertain. Quantification 8 (2) (2020)
Fabian Wagner, Jonas Latz, Iason Papaioannou, Elisabeth Ullmann
Error analysis for probabilities of rare events with approximate models. CoRR (2020)
Ionut-Gabriel Farcas, Jonas Latz, Elisabeth Ullmann, Tobias Neckel, Hans-Joachim Bungartz
Multilevel Adaptive Sparse Leja Approximations for Bayesian Inverse Problems. SIAM J. Sci. Comput. 42 (1) (2020)
Ustim Khristenko, Laura Scarabosio, Piotr Swierczynski, Elisabeth Ullmann, Barbara I. Wohlmuth
Analysis of Boundary Effects on PDE-Based Sampling of Whittle-Matérn Random Fields. SIAM/ASA J. Uncertain. Quantification 7 (3) (2019)
Ionut-Gabriel Farcas, Jonas Latz, Elisabeth Ullmann, Tobias Neckel, Hans-Joachim Bungartz
Multilevel adaptive sparse Leja approximations for Bayesian inverse problems. CoRR (2019)
Fabian Wagner, Jonas Latz, Iason Papaioannou, Elisabeth Ullmann
Multilevel Sequential Importance Sampling for Rare Event Estimation. CoRR (2019)
Christian Kahle, Kei Fong Lam, Jonas Latz, Elisabeth Ullmann
Bayesian Parameter Identification in Cahn-Hilliard Models for Biological Growth. SIAM/ASA J. Uncertain. Quantification 7 (2) (2019)
Jonas Latz, Iason Papaioannou, Elisabeth Ullmann
Monte Carlo for Bayesian inverse problems. J. Comput. Phys. 368 (2018)
Jonas Latz, Marvin Eisenberger, Elisabeth Ullmann
Fast sampling of parameterised Gaussian random fields. CoRR (2018)
Frances Y. Kuo, Robert Scheichl, Christoph Schwab, Ian H. Sloan, Elisabeth Ullmann
Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems. Math. Comput. 86 (308) (2017)
Ahmad Ahmad Ali, Elisabeth Ullmann, Michael Hinze
Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients. SIAM/ASA J. Uncertain. Quantification 5 (1) (2017)
Elisabeth Ullmann, Catherine E. Powell
Solving Log-Transformed Random Diffusion Problems by Stochastic Galerkin Mixed Finite Element Methods. SIAM/ASA J. Uncertain. Quantification 3 (1) (2015)
Elisabeth Ullmann, Iason Papaioannou
Multilevel Estimation of Rare Events. SIAM/ASA J. Uncertain. Quantification 3 (1) (2015)
Catherine Elizabeth Powell, Elisabeth Ullmann
Erratum: Preconditioning Stochastic Galerkin Saddle Point Systems. SIAM J. Matrix Anal. Appl. 35 (1) (2014)
Aretha L. Teckentrup, Robert Scheichl, Michael B. Giles, Elisabeth Ullmann
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. Numerische Mathematik 125 (3) (2013)
Elisabeth Ullmann, Howard C. Elman, Oliver G. Ernst
Efficient Iterative Solvers for Stochastic Galerkin Discretizations of Log-Transformed Random Diffusion Problems. SIAM J. Sci. Comput. 34 (2) (2012)
Elisabeth Ullmann
A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations. SIAM J. Sci. Comput. 32 (2) (2010)
Oliver G. Ernst, Elisabeth Ullmann
Stochastic Galerkin Matrices. SIAM J. Matrix Anal. Appl. 31 (4) (2010)
Catherine Elizabeth Powell, Elisabeth Ullmann
Preconditioning Stochastic Galerkin Saddle Point Systems. SIAM J. Matrix Anal. Appl. 31 (5) (2010)
Oliver G. Ernst, Catherine Elizabeth Powell, David J. Silvester, Elisabeth Ullmann
Efficient Solvers for a Linear Stochastic Galerkin Mixed Formulation of Diffusion Problems with Random Data. SIAM J. Sci. Comput. 31 (2) (2009)