Karl Sabelfeld

Publication Activity (10 Years)

Years Active: 1997-2024
Publications (10 Years): 10

Top Topics

Stochastic Simulation

Diffusion Equation

Boundary Conditions

Top Venues

Monte Carlo Methods Appl.

Appl. Math. Lett.

J. Comput. Phys.

Publications

Irina A. Shalimova, Karl Sabelfeld
Random walk on spheres method for solving anisotropic transient diffusion problems and flux calculations. Monte Carlo Methods Appl. 30 (1) (2024)
Ivan Dimov, Venelin Todorov, Karl Sabelfeld
A study of highly efficient stochastic sequences for multidimensional sensitivity analysis. Monte Carlo Methods Appl. 28 (1) (2022)
Karl Sabelfeld
A new randomized vector algorithm for iterative solution of large linear systems. Appl. Math. Lett. 126 (2022)
Karl Sabelfeld, Anastasya Kireeva
A new Global Random Walk algorithm for calculation of the solution and its derivatives of elliptic equations with constant coefficients in an arbitrary set of points. Appl. Math. Lett. 107 (2020)
Evgenia Kablukova, Karl Sabelfeld, Dmitrii Y. Protasov, Konstantin S. Zhuravlev
Drift velocity in GaN semiconductors: Monte Carlo simulation and comparison with experimental measurements. Monte Carlo Methods Appl. 26 (4) (2020)
Karl Sabelfeld
Stochastic simulation algorithms for solving narrow escape diffusion problems by introducing a drift to the target. J. Comput. Phys. 410 (2020)
Karl Sabelfeld
First passage Monte Carlo algorithms for solving coupled systems of diffusion-reaction equations. Appl. Math. Lett. 88 (2019)
Karl Sabelfeld
Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface. Appl. Math. Lett. 96 (2019)
Karl Sabelfeld
Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions. Monte Carlo Methods Appl. 22 (2) (2016)
Karl Sabelfeld
Splitting and survival probabilities in stochastic random walk methods and applications. Monte Carlo Methods Appl. 22 (1) (2016)
Karl Sabelfeld, Alexander I. Levykin, Anastasiya E. Kireeva
Stochastic simulation of fluctuation-induced reaction-diffusion kinetics governed by Smoluchowski equations. Monte Carlo Methods Appl. 21 (1) (2015)
Dmitry Kolyukhin, Karl Sabelfeld
Stochastic small perturbation based simulation technique for solving isotropic elastostatics equations. Monte Carlo Methods Appl. 21 (2) (2015)
Karl Sabelfeld, Alexander I. Levykin
A spectral method for isotropic diffusion equation with random concentration fluctuations of incoming flux of particles through circular-shaped boundaries. Monte Carlo Methods Appl. 20 (3) (2014)
Irina A. Shalimova, Karl Sabelfeld
Stochastic polynomial chaos based algorithm for solving PDEs with random coefficients. Monte Carlo Methods Appl. 20 (4) (2014)
Orazgeldy Kurbanmuradov, Karl Sabelfeld, Peter R. Kramer
Randomized Spectral and Fourier-Wavelet Methods for multidimensional Gaussian random vector fields. J. Comput. Phys. 245 (2013)
Karl Sabelfeld, Nadezhda Mozartova
Stochastic boundary collocation and spectral methods for solving PDEs. Monte Carlo Methods Appl. 18 (3) (2012)
Alain Dubus, Karl Sabelfeld
Editiorial. Monte Carlo Methods Appl. 16 (3-4) (2010)
Karl Sabelfeld
Stochastic Algorithms in Linear Algebra - beyond the Markov Chains and von Neumann - Ulam Scheme. NMA (2010)
Alexander D. Egorov, Karl Sabelfeld
Approximate formulas for expectations of functionals of solutions to stochastic differential equations. Monte Carlo Methods Appl. 16 (2) (2010)
Karl Sabelfeld, Nadja Loshchina
Stochastic iterative projection methods for large linear systems. Monte Carlo Methods Appl. 16 (3-4) (2010)
Karl Sabelfeld
Stochastic Simulation for Solving Random Boundary Value Problems and Some Applications. LSSC (2009)
Karl Sabelfeld, Orazgeldy Kurbanmuradov, Alexander I. Levykin
Stochastic simulation of particle transport by a random Darcy flow through a porous cylinder. Monte Carlo Methods Appl. 15 (1) (2009)
Orazgeldy Kurbanmuradov, Karl Sabelfeld
Convergence of Fourier-Wavelet Models for Gaussian Random Processes. SIAM J. Numer. Anal. 46 (6) (2008)
Karl Sabelfeld
Expansion of random boundary excitations for elliptic PDEs. Monte Carlo Methods Appl. 13 (5-6) (2008)
Karl Sabelfeld, Alexander I. Levykin, Tatiana Privalova
A Fast Stratified Sampling Simulation of Coagulation Processes. Monte Carlo Methods Appl. 13 (1) (2007)
Peter R. Kramer, Orazgeldy Kurbanmuradov, Karl Sabelfeld
Comparative analysis of multiscale Gaussian random field simulation algorithms. J. Comput. Phys. 226 (1) (2007)
Orazgeldy Kurbanmuradov, Karl Sabelfeld
Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields. Monte Carlo Methods Appl. 12 (5) (2006)
Orazgeldy Kurbanmuradov, Karl Sabelfeld
Exponential bounds for the probability deviations of sums of random fields. Monte Carlo Methods Appl. 12 (3) (2006)
Dmitry Kolyukhin, Karl Sabelfeld
Stochastic flow simulation in 3D porous media. Monte Carlo Methods Appl. 11 (1) (2005)
Dmitry Kolyukhin, Karl Sabelfeld
Stochastic Eulerian model for the flow simulation in porous media. Unconfined aquifers. Monte Carlo Methods Appl. 10 (3-4) (2004)
Karl Sabelfeld
Foreword. Monte Carlo Methods Appl. 10 (3-4) (2004)
Orazgeldy Kurbanmuradov, Alexander I. Levykin, Üllar Rannik, Karl Sabelfeld, Timo Vesala
Stochastic Lagrangian footprint calculations over a surface with an abrupt change of roughness height. Monte Carlo Methods Appl. 9 (2) (2003)
Orazgeldy Kurbanmuradov, Karl Sabelfeld, Olivier F. Smidts, Harry Vereecken
A Lagrangian Stochastic Model for the Transport in Statistically Homogeneous Porous Media. Monte Carlo Methods Appl. 9 (4) (2003)
Karl Sabelfeld, Dmitry Kolyukhin
Stochastic Eulerian model for the flow simulation in porous media. Monte Carlo Methods Appl. 9 (3) (2003)
Anastasia Kolodko, Karl Sabelfeld
Stochastic particle methods for Smoluchowski coagulation equation: variance reduction and error estimations. Monte Carlo Methods Appl. 9 (4) (2003)
Karl Sabelfeld, Elena V. Shkarupa
Functional Random Walk on Spheres algorithm for biharmonic equation: optimization and error estimation. Monte Carlo Methods Appl. 9 (1) (2003)
Karl Sabelfeld, Anastasia Kolodko
Stochastic Lagrangian models and algorithms for spatially inhomogeneous Smoluchowski equation. Math. Comput. Simul. 61 (2) (2003)
Karl Sabelfeld, Irina A. Shalimova
Random Walk on Spheres methods for iterative solution of elasticity problems. Monte Carlo Methods Appl. 8 (2) (2002)
Karl Sabelfeld, Irina A. Shalimova
Forward and Backward Stochastic Lagrangian Models for turbulent transport and the well-mixed condition. Monte Carlo Methods Appl. 7 (3-4) (2001)
Karl Sabelfeld, Orazgeldy Kurbanmuradov
Coagulation of aerosol particles in intermittent turbulent flows. Monte Carlo Methods Appl. 6 (3) (2000)
Orazgeldy Kurbanmuradov, Üllar Rannik, Karl Sabelfeld, Timo Vesala
Direct and Adjoint Monte Carlo Algorithms for the Footprint Problem. Monte Carlo Methods Appl. 5 (2) (1999)
Wolfgang Dreyer, Matthias Kunik, Karl Sabelfeld, Nikolai A. Simonov, K. Wilmanski
Iterative procedure for multidimensional Euler equations. Monte Carlo Methods Appl. 4 (3) (1998)
Karl Sabelfeld, Orazgeldy Kurbanmuradov
One-Particle Stochastic Lagrangian Model for Turbulent Dispersion in Horizontally Homogeneous Turbulence. Monte Carlo Methods Appl. 4 (2) (1998)
Orazgeldy Kurbanmuradov, Karl Sabelfeld, D. Koluhin
Stochastic Lagrangian Models for Two-Particle Motion in Turbulent Flows. Numerical Results. Monte Carlo Methods Appl. 3 (3) (1997)