Håkon Hoel

19 papers Journal 18Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
A Priori Adaptive Numerical Methods for Estimating Blow-up Times of Autonomous ODEs.
CoRR
Håkon Hoel, Johannes Vincent Meo
2025 J jnl
The multi-index Monte Carlo method for semilinear stochastic partial differential equations.
CoRR
Abdul-Lateef Haji-Ali, Håkon Hoel, Andreas Petersson
2024 J jnl
A Fast and Accurate Numerical Method for the Left Tail of Sums of Independent Random Variables.
CoRR
Nadhir Ben Rached, Håkon Hoel, Johannes Vincent Meo
2024 J jnl
A fast and accurate numerical method for the left tail of sums of independent random variables.
Stat. Comput.
Nadhir Ben Rached, Håkon Hoel, Johannes Vincent Meo
2022 J jnl
Higher-order adaptive methods for exit times of Itô diffusions.
CoRR
Håkon Hoel, Sankarasubramanian Ragunathan
2022 J jnl
Improved Efficiency of Multilevel Monte Carlo for Stochastic PDE through Strong Pairwise Coupling.
J. Sci. Comput.
Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris
2022 J jnl
Multi-index ensemble Kalman filtering.
J. Comput. Phys.
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
2021 J jnl
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations.
CoRR
Abdul-Lateef Haji-Ali, Håkon Hoel, Raúl Tempone
2021 J jnl
Improved efficiency of multilevel Monte Carlo for stochastic PDE through strong pairwise coupling.
CoRR
Neil K. Chada, Håkon Hoel, Ajay Jasra, Georgios E. Zouraris
2021 J jnl
Multi-index ensemble Kalman filtering.
CoRR
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
2021 J jnl
Multilevel ensemble Kalman filtering for spatio-temporal processes.
Numerische Mathematik
Alexey Chernov, Håkon Hoel, Kody J. H. Law, Fabio Nobile, Raúl Tempone
2020 J jnl
Multilevel Ensemble Kalman Filtering with local-level Kalman gains.
CoRR
Håkon Hoel, Gaukhar Shaimerdenova, Raúl Tempone
2019 J jnl
Central limit theorems for multilevel Monte Carlo methods.
J. Complex.
Håkon Hoel, Sebastian Krumscheid
2016 J jnl
Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data.
SIAM J. Sci. Comput.
Eric Joseph Hall, Håkon Hoel, Mattias Sandberg, Anders Szepessy, Raúl Tempone
2016 J jnl
Multilevel ensemble Kalman filtering.
SIAM J. Numer. Anal.
Håkon Hoel, Kody J. H. Law, Raúl Tempone
2014 J jnl
An Extension of Clarke's Model With Stochastic Amplitude Flip Processes.
IEEE Trans. Commun.
Håkon Hoel, Henrik Nyberg
2014 — conf
Construction of a Mean Square Error Adaptive Euler-Maruyama Method With Applications in Multilevel Monte Carlo.
MCQMC
Håkon Hoel, Juho Häppölä, Raúl Tempone
2014 J jnl
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm.
Monte Carlo Methods Appl.
Håkon Hoel, Erik von Schwerin, Anders Szepessy, Raúl Tempone
2014 J jnl
On NonAsymptotic Optimal Stopping Criteria in Monte Carlo Simulations.
SIAM J. Sci. Comput.
Christian Bayer, Håkon Hoel, Erik von Schwerin, Raúl Tempone