Håkon Hoel

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 12

Top Topics

Monte Carlo Methods

Differential Equations

Stopping Criteria

Top Venues

SIAM J. Sci. Comput.

SIAM J. Numer. Anal.

Publications

Nadhir Ben Rached, Håkon Hoel, Johannes Vincent Meo
A Fast and Accurate Numerical Method for the Left Tail of Sums of Independent Random Variables. CoRR (2024)
Håkon Hoel, Sankarasubramanian Ragunathan
Higher-order adaptive methods for exit times of Itô diffusions. CoRR (2022)
Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris
Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling. J. Sci. Comput. 93 (2) (2022)
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
Multi-index ensemble Kalman filtering. J. Comput. Phys. 470 (2022)
Abdul-Lateef Haji-Ali, Håkon Hoel, Raúl Tempone
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations. CoRR (2021)
Alexey Chernov, Håkon Hoel, Kody J. H. Law, Fabio Nobile, Raúl Tempone
Multilevel ensemble Kalman filtering for spatio-temporal processes. Numerische Mathematik 147 (1) (2021)
Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris
Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling. CoRR (2021)
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
Multi-index ensemble Kalman filtering. CoRR (2021)
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
Multilevel Ensemble Kalman Filtering with local-level Kalman gains. CoRR (2020)
Håkon Hoel, Sebastian Krumscheid
Central limit theorems for multilevel Monte Carlo methods. J. Complex. 54 (2019)
Håkon Hoel, Kody J. H. Law, Raúl Tempone
Multilevel ensemble Kalman filtering. SIAM J. Numer. Anal. 54 (3) (2016)
Eric Joseph Hall, Håkon Hoel, Mattias Sandberg, Anders Szepessy, Raúl Tempone
Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data. SIAM J. Sci. Comput. 38 (6) (2016)
Håkon Hoel, Juho Häppölä, Raúl Tempone
Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo. MCQMC (2014)
Håkon Hoel, Erik von Schwerin, Anders Szepessy, Raúl Tempone
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm. Monte Carlo Methods Appl. 20 (1) (2014)
Håkon Hoel, Henrik Nyberg
An Extension of Clarke's Model With Stochastic Amplitude Flip Processes. IEEE Trans. Commun. 62 (7) (2014)
Christian Bayer, Håkon Hoel, Erik von Schwerin, Raúl Tempone
On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations. SIAM J. Sci. Comput. 36 (2) (2014)