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Author ID: giles.michael-b Recent zbMATH articles by "Giles, Michael B."
Published as: Giles, Michael B.; Giles, M. B.; Giles, Mike; Giles, Michael; Giles, Mike B.; B. Giles, Michael; Giles, M.
Homepage: http://people.maths.ox.ac.uk/~gilesm/
External Links: MGP · ORCID · ResearchGate · dblp

Publications by Year

Citations contained in zbMATH Open

76 Publications have been cited 2,318 times in 1,368 Documents Cited by Year
Multilevel Monte Carlo path simulation. Zbl 1167.65316
Giles, Michael B.
499
2008
Multilevel Monte Carlo methods. Zbl 1316.65010
Giles, Michael B.
237
2015
Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients. Zbl 1241.65012
Cliffe, K. A.; Giles, M. B.; Scheichl, R.; Teckentrup, A. L.
212
2011
Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality. Zbl 1105.65350
Giles, Michael B.; Süli, Endre
193
2002
An introduction to the adjoint approach to design. Zbl 0996.76023
Giles, Michael B.; Pierce, Niles A.
163
2000
Adjoint recovery of superconvergent functionals from PDE approximations. Zbl 0948.65119
Pierce, Niles A.; Giles, Michael B.
106
1998
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. Zbl 1306.65009
Teckentrup, A. L.; Scheichl, R.; Giles, M. B.; Ullmann, E.
90
2013
Improved multilevel Monte Carlo convergence using the Milstein scheme. Zbl 1141.65321
Giles, Mike
81
2008
Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation. Zbl 1373.65007
Giles, Michael B.; Szpruch, Lukasz
54
2014
Adjoint and defect error bounding and correction for functional estimates. Zbl 1058.65121
Pierce, Niles A.; Giles, Michael B.
42
2004
Analytic adjoint solutions for the quasi-one-dimensional Euler equations. Zbl 0967.76079
Giles, Michael B.; Pierce, Niles A.
37
2001
Multilevel quasi-Monte Carlo path simulation. Zbl 1181.91335
Giles, Michael B.; Waterhouse, Benjamin J.
35
2009
Preconditioned multigrid methods for compressible flow calculations on stretched meshes. Zbl 0893.76061
Pierce, Niles A.; Giles, Michael B.
31
1997
Stability analysis of numerical interface conditions in fluid-structure thermal analysis. Zbl 0891.76058
Giles, M. B.
29
1997
Viscous-inviscid analysis of transonic and low Reynolds number airfoils. Zbl 0635.76057
Drela, Mark; Giles, Michael B.
28
1987
Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff. Zbl 1199.65008
Giles, Michael B.; Higham, Desmond J.; Mao, Xuerong
28
2009
Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance. Zbl 1257.35200
Giles, Michael B.; Reisinger, Christoph
25
2012
Multilevel Monte Carlo approximation of distribution functions and densities. Zbl 1322.65014
Giles, Michael B.; Nagapetyan, Tigran; Ritter, Klaus
23
2015
Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. I: Linearized approximations and linearized output functionals. Zbl 1215.65146
Giles, Mike; Ulbrich, Stefan
20
2010
Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift. Zbl 1464.60061
Fang, Wei; Giles, Michael B.
19
2020
Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. II: Adjoint approximations and extensions. Zbl 1215.65147
Giles, Mike; Ulbrich, Stefan
18
2010
Adjoint error correction for integral outputs. Zbl 1128.76356
Giles, Michael B.; Pierce, Niles A.
17
2003
Progress in adjoint error correction for integral functionals. Zbl 1061.65091
Giles, Michael B.; Pierce, Niles; Süli, Endre
17
2004
Discrete adjoint approximations with shocks. Zbl 1134.76396
Giles, M. B.
15
2003
The harmonic adjoint approach to unsteady turbomachinery design. Zbl 1036.76056
Duta, M. C.; Giles, M. B.; Campobasso, M. S.
14
2002
Multilevel Monte Carlo methods. Zbl 1302.65004
Giles, Michael B.
14
2013
Multilevel nested simulation for efficient risk estimation. Zbl 1457.91416
Giles, Michael B.; Haji-Ali, Abdul-Lateef
14
2019
Collected matrix derivative results for forward and reverse mode algorithmic differentiation. Zbl 1154.65308
Giles, Mike B.
13
2008
Multilevel path simulation for jump-diffusion SDEs. Zbl 1270.91099
Xia, Yuan; Giles, Michael B.
13
2012
A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations. Zbl 1349.65635
Vidal-Codina, F.; Nguyen, N. C.; Giles, M. B.; Peraire, J.
13
2015
Efficient white noise sampling and coupling for multilevel Monte Carlo with nonnested meshes. Zbl 07003649
Croci, Matteo; Giles, Mike B.; Rognes, M. E.; Farrell, Patrick E.
13
2018
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI. Zbl 1430.62027
Giles, Michael B.; Goda, Takashi
11
2019
Multilevel Monte Carlo for exponential Lévy models. Zbl 1403.91371
Giles, Michael B.; Xia, Yuan
11
2017
Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift. Zbl 1412.65116
Fang, Wei; Giles, Michael B.
9
2018
Extending the multi-level method for the simulation of stochastic biological systems. Zbl 1352.92062
Lester, Christopher; Baker, Ruth E.; Giles, Michael B.; Yates, Christian A.
9
2016
Quasi-Monte Carlo for finance applications. Zbl 1360.91150
Giles, Mike B.; Kuo, Frances Y.; Sloan, Ian H.; Waterhouse, Benjamin J.
9
2008
Random bit quadrature and approximation of distributions on Hilbert spaces. Zbl 1432.60044
Giles, Michael B.; Hefter, Mario; Mayer, Lukas; Ritter, Klaus
8
2019
Multilevel Monte Carlo method for ergodic SDEs without contractivity. Zbl 1417.65022
Fang, Wei; Giles, Michael B.
8
2019
Implicit time-accurate solutions on unstructured dynamic grids. Zbl 0909.76059
Crumpton, P. I.; Giles, M. B.
8
1997
Propagation and stability of wavelike solutions of finite difference equations with variable coefficients. Zbl 0584.65062
Giles, M. B.; Thompkins, W. T. jun.
8
1985
Multilevel Monte Carlo methods for applications in finance. Zbl 1277.91193
Giles, Mike; Szpruch, Lukasz
7
2013
Stability analysis of a Galerkin/Runge-Kutta Navier-Stokes discretisation on unstructured tetrahedral grids. Zbl 0879.76067
Giles, M. B.
6
1997
Eigenmode analysis of boundary conditions for the one-dimensional preconditioned Euler equations. Zbl 0972.76065
Darmofal, David L.; Moinier, Pierre; Giles, Michael B.
6
2000
Algorithm 955: Approximation of the inverse Poisson cumulative distribution function. Zbl 1347.65019
Giles, Michael B.
6
2016
Antithetic multilevel Monte Carlo estimation for multidimensional SDEs. Zbl 1302.65026
Giles, Michael B.; Szpruch, Lukasz
6
2013
Non-nested adaptive timesteps in multilevel Monte Carlo computations. Zbl 1356.65017
Giles, Michael B.; Lester, Christopher; Whittle, James
6
2016
Vibrato Monte Carlo sensitivities. Zbl 1182.91197
Giles, Michael B.
6
2009
Sharp error estimates for discretizations of the 1D convection-diffusion equation with Dirac initial data. Zbl 1122.65080
Carter, Rebecca; Giles, Michael B.
5
2007
An introduction to multilevel Monte Carlo methods. Zbl 1523.65002
Giles, Michael B.
5
2018
Multilevel Monte Carlo estimation of the expected value of sample information. Zbl 1455.65007
Hironaka, Tomohiko; Giles, Michael B.; Goda, Takashi; Thom, Howard
5
2020
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations. Zbl 1505.62159
Giles, Michael B.; Majka, Mateusz B.; Szpruch, Lukasz; Vollmer, Sebastian J.; Zygalakis, Konstantinos C.
5
2020
Multilevel estimation of expected exit times and other functionals of stopped diffusions. Zbl 1405.60076
Giles, Michael B.; Bernal, Francisco
5
2018
Random bit multilevel algorithms for stochastic differential equations. Zbl 1480.65015
Giles, Michael B.; Hefter, Mario; Mayer, Lukas; Ritter, Klaus
5
2019
Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation. Zbl 1420.60063
B. Giles, Michael; Debrabant, Kristian; Rössler, Andreas
5
2019
An adjoint equations for error analysis and optimal grid adaptation in CFD. Zbl 0989.76050
Giles, Michael B.
4
1998
Stability and accuracy of numerical boundary conditions in aeroelastic analysis. Zbl 0878.73076
Giles, M. B.
4
1997
On the stability and convergence of discretizations of initial value PDEs. Zbl 0896.65057
Giles, M. B.
4
1997
Stability analysis of preconditioned approximations of the Euler equations on unstructured meshes. Zbl 1139.76331
Moinier, P.; Giles, M. B.
4
2002
Monte Carlo evaluation of sensitivities in computational finance. Zbl 1214.91134
Giles, M. B.
3
2008
Manycore algorithms for batch scalar and block tridiagonal solvers. Zbl 1369.65047
László, Endre; Giles, Mike; Appleyard, Jeremy
3
2016
MLMC for nested expectations. Zbl 1405.65009
Giles, Michael B.
3
2018
Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients. Zbl 1412.65210
Giles, Michael B.; Kuo, Frances Y.; Sloan, Ian H.
2
2018
Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision. Zbl 07726036
Croci, M.; Giles, M. B.
2
2023
Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling. Zbl 1380.65012
Katsiolides, Grigoris; Müller, Eike H.; Scheichl, Robert; Shardlow, Tony; Giles, Michael B.; Thomson, David J.
2
2018
An empirical interpolation and model-variance reduction method for computing statistical outputs of parametrized stochastic partial differential equations. Zbl 1386.65044
Vidal-Codina, F.; Nguyen, N. C.; Giles, M. B.; Peraire, J.
2
2016
A numerical study of the steady scalar convective diffusion equation for small viscosity. Zbl 0572.76087
Giles, Michael B.; Rose, Milton E.
2
1984
Computing Greeks using multilevel path simulation. Zbl 1270.91091
Burgos, Sylvestre; Giles, Michael B.
2
2012
Validity of linearized unsteady Euler equations with shock capturing. Zbl 0792.76036
Lindquist, Dana R.; Giles, Michael B.
1
1994
Superconvergent lift estimates through adjoint error analysis. Zbl 1036.76047
Giles, M. B.; Pierce, N. A.
1
2002
Stabilization of a linearized Navier-Stokes solver for turbomachinery aeroelasticity. Zbl 1140.76413
Campobasso, M. Sergio; Giles, Michael B.
1
2003
An adaptive random bit multilevel algorithm for SDEs. Zbl 1523.65005
Giles, Michael B.; Hefter, Mario; Mayer, Lukas; Ritter, Klaus
1
2020
Newton solution of coupled Euler and boundary-layer equations. Zbl 0604.76060
Drela, M.; Giles, M.; Thompkins, W. T. jun.
1
1986
Analysis of nested multilevel Monte Carlo using approximate normal random variables. Zbl 1482.65006
Giles, Michael; Sheridan-Methven, Oliver
1
2022
Block-structured compressible Navier-Stokes solution using the OPS high-level abstraction. Zbl 1497.65126
Jammy, Satya P.; Mudalige, Gihan R.; Reguly, Istvan Z.; Sandham, Neil D.; Giles, Mike
1
2016
Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling. Zbl 07385001
Croci, Matteo; Giles, Michael; Farrell, Patrick E.
1
2021
Importance sampling for pathwise sensitivity of stochastic chaotic systems. Zbl 1481.60106
Fang, Wei; Giles, Mike B.
1
2021
Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision. Zbl 07726036
Croci, M.; Giles, M. B.
2
2023
Analysis of nested multilevel Monte Carlo using approximate normal random variables. Zbl 1482.65006
Giles, Michael; Sheridan-Methven, Oliver
1
2022
Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling. Zbl 07385001
Croci, Matteo; Giles, Michael; Farrell, Patrick E.
1
2021
Importance sampling for pathwise sensitivity of stochastic chaotic systems. Zbl 1481.60106
Fang, Wei; Giles, Mike B.
1
2021
Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift. Zbl 1464.60061
Fang, Wei; Giles, Michael B.
19
2020
Multilevel Monte Carlo estimation of the expected value of sample information. Zbl 1455.65007
Hironaka, Tomohiko; Giles, Michael B.; Goda, Takashi; Thom, Howard
5
2020
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations. Zbl 1505.62159
Giles, Michael B.; Majka, Mateusz B.; Szpruch, Lukasz; Vollmer, Sebastian J.; Zygalakis, Konstantinos C.
5
2020
An adaptive random bit multilevel algorithm for SDEs. Zbl 1523.65005
Giles, Michael B.; Hefter, Mario; Mayer, Lukas; Ritter, Klaus
1
2020
Multilevel nested simulation for efficient risk estimation. Zbl 1457.91416
Giles, Michael B.; Haji-Ali, Abdul-Lateef
14
2019
Decision-making under uncertainty: using MLMC for efficient estimation of EVPPI. Zbl 1430.62027
Giles, Michael B.; Goda, Takashi
11
2019
Random bit quadrature and approximation of distributions on Hilbert spaces. Zbl 1432.60044
Giles, Michael B.; Hefter, Mario; Mayer, Lukas; Ritter, Klaus
8
2019
Multilevel Monte Carlo method for ergodic SDEs without contractivity. Zbl 1417.65022
Fang, Wei; Giles, Michael B.
8
2019
Random bit multilevel algorithms for stochastic differential equations. Zbl 1480.65015
Giles, Michael B.; Hefter, Mario; Mayer, Lukas; Ritter, Klaus
5
2019
Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation. Zbl 1420.60063
B. Giles, Michael; Debrabant, Kristian; Rössler, Andreas
5
2019
Efficient white noise sampling and coupling for multilevel Monte Carlo with nonnested meshes. Zbl 07003649
Croci, Matteo; Giles, Mike B.; Rognes, M. E.; Farrell, Patrick E.
13
2018
Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift. Zbl 1412.65116
Fang, Wei; Giles, Michael B.
9
2018
An introduction to multilevel Monte Carlo methods. Zbl 1523.65002
Giles, Michael B.
5
2018
Multilevel estimation of expected exit times and other functionals of stopped diffusions. Zbl 1405.60076
Giles, Michael B.; Bernal, Francisco
5
2018
MLMC for nested expectations. Zbl 1405.65009
Giles, Michael B.
3
2018
Combining sparse grids, multilevel MC and QMC for elliptic PDEs with random coefficients. Zbl 1412.65210
Giles, Michael B.; Kuo, Frances Y.; Sloan, Ian H.
2
2018
Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling. Zbl 1380.65012
Katsiolides, Grigoris; Müller, Eike H.; Scheichl, Robert; Shardlow, Tony; Giles, Michael B.; Thomson, David J.
2
2018
Multilevel Monte Carlo for exponential Lévy models. Zbl 1403.91371
Giles, Michael B.; Xia, Yuan
11
2017
Extending the multi-level method for the simulation of stochastic biological systems. Zbl 1352.92062
Lester, Christopher; Baker, Ruth E.; Giles, Michael B.; Yates, Christian A.
9
2016
Algorithm 955: Approximation of the inverse Poisson cumulative distribution function. Zbl 1347.65019
Giles, Michael B.
6
2016
Non-nested adaptive timesteps in multilevel Monte Carlo computations. Zbl 1356.65017
Giles, Michael B.; Lester, Christopher; Whittle, James
6
2016
Manycore algorithms for batch scalar and block tridiagonal solvers. Zbl 1369.65047
László, Endre; Giles, Mike; Appleyard, Jeremy
3
2016
An empirical interpolation and model-variance reduction method for computing statistical outputs of parametrized stochastic partial differential equations. Zbl 1386.65044
Vidal-Codina, F.; Nguyen, N. C.; Giles, M. B.; Peraire, J.
2
2016
Block-structured compressible Navier-Stokes solution using the OPS high-level abstraction. Zbl 1497.65126
Jammy, Satya P.; Mudalige, Gihan R.; Reguly, Istvan Z.; Sandham, Neil D.; Giles, Mike
1
2016
Multilevel Monte Carlo methods. Zbl 1316.65010
Giles, Michael B.
237
2015
Multilevel Monte Carlo approximation of distribution functions and densities. Zbl 1322.65014
Giles, Michael B.; Nagapetyan, Tigran; Ritter, Klaus
23
2015
A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations. Zbl 1349.65635
Vidal-Codina, F.; Nguyen, N. C.; Giles, M. B.; Peraire, J.
13
2015
Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation. Zbl 1373.65007
Giles, Michael B.; Szpruch, Lukasz
54
2014
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. Zbl 1306.65009
Teckentrup, A. L.; Scheichl, R.; Giles, M. B.; Ullmann, E.
90
2013
Multilevel Monte Carlo methods. Zbl 1302.65004
Giles, Michael B.
14
2013
Multilevel Monte Carlo methods for applications in finance. Zbl 1277.91193
Giles, Mike; Szpruch, Lukasz
7
2013
Antithetic multilevel Monte Carlo estimation for multidimensional SDEs. Zbl 1302.65026
Giles, Michael B.; Szpruch, Lukasz
6
2013
Stochastic finite differences and multilevel Monte Carlo for a class of SPDEs in finance. Zbl 1257.35200
Giles, Michael B.; Reisinger, Christoph
25
2012
Multilevel path simulation for jump-diffusion SDEs. Zbl 1270.91099
Xia, Yuan; Giles, Michael B.
13
2012
Computing Greeks using multilevel path simulation. Zbl 1270.91091
Burgos, Sylvestre; Giles, Michael B.
2
2012
Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients. Zbl 1241.65012
Cliffe, K. A.; Giles, M. B.; Scheichl, R.; Teckentrup, A. L.
212
2011
Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. I: Linearized approximations and linearized output functionals. Zbl 1215.65146
Giles, Mike; Ulbrich, Stefan
20
2010
Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. II: Adjoint approximations and extensions. Zbl 1215.65147
Giles, Mike; Ulbrich, Stefan
18
2010
Multilevel quasi-Monte Carlo path simulation. Zbl 1181.91335
Giles, Michael B.; Waterhouse, Benjamin J.
35
2009
Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff. Zbl 1199.65008
Giles, Michael B.; Higham, Desmond J.; Mao, Xuerong
28
2009
Vibrato Monte Carlo sensitivities. Zbl 1182.91197
Giles, Michael B.
6
2009
Multilevel Monte Carlo path simulation. Zbl 1167.65316
Giles, Michael B.
499
2008
Improved multilevel Monte Carlo convergence using the Milstein scheme. Zbl 1141.65321
Giles, Mike
81
2008
Collected matrix derivative results for forward and reverse mode algorithmic differentiation. Zbl 1154.65308
Giles, Mike B.
13
2008
Quasi-Monte Carlo for finance applications. Zbl 1360.91150
Giles, Mike B.; Kuo, Frances Y.; Sloan, Ian H.; Waterhouse, Benjamin J.
9
2008
Monte Carlo evaluation of sensitivities in computational finance. Zbl 1214.91134
Giles, M. B.
3
2008
Sharp error estimates for discretizations of the 1D convection-diffusion equation with Dirac initial data. Zbl 1122.65080
Carter, Rebecca; Giles, Michael B.
5
2007
Adjoint and defect error bounding and correction for functional estimates. Zbl 1058.65121
Pierce, Niles A.; Giles, Michael B.
42
2004
Progress in adjoint error correction for integral functionals. Zbl 1061.65091
Giles, Michael B.; Pierce, Niles; Süli, Endre
17
2004
Adjoint error correction for integral outputs. Zbl 1128.76356
Giles, Michael B.; Pierce, Niles A.
17
2003
Discrete adjoint approximations with shocks. Zbl 1134.76396
Giles, M. B.
15
2003
Stabilization of a linearized Navier-Stokes solver for turbomachinery aeroelasticity. Zbl 1140.76413
Campobasso, M. Sergio; Giles, Michael B.
1
2003
Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality. Zbl 1105.65350
Giles, Michael B.; Süli, Endre
193
2002
The harmonic adjoint approach to unsteady turbomachinery design. Zbl 1036.76056
Duta, M. C.; Giles, M. B.; Campobasso, M. S.
14
2002
Stability analysis of preconditioned approximations of the Euler equations on unstructured meshes. Zbl 1139.76331
Moinier, P.; Giles, M. B.
4
2002
Superconvergent lift estimates through adjoint error analysis. Zbl 1036.76047
Giles, M. B.; Pierce, N. A.
1
2002
Analytic adjoint solutions for the quasi-one-dimensional Euler equations. Zbl 0967.76079
Giles, Michael B.; Pierce, Niles A.
37
2001
An introduction to the adjoint approach to design. Zbl 0996.76023
Giles, Michael B.; Pierce, Niles A.
163
2000
Eigenmode analysis of boundary conditions for the one-dimensional preconditioned Euler equations. Zbl 0972.76065
Darmofal, David L.; Moinier, Pierre; Giles, Michael B.
6
2000
Adjoint recovery of superconvergent functionals from PDE approximations. Zbl 0948.65119
Pierce, Niles A.; Giles, Michael B.
106
1998
An adjoint equations for error analysis and optimal grid adaptation in CFD. Zbl 0989.76050
Giles, Michael B.
4
1998
Preconditioned multigrid methods for compressible flow calculations on stretched meshes. Zbl 0893.76061
Pierce, Niles A.; Giles, Michael B.
31
1997
Stability analysis of numerical interface conditions in fluid-structure thermal analysis. Zbl 0891.76058
Giles, M. B.
29
1997
Implicit time-accurate solutions on unstructured dynamic grids. Zbl 0909.76059
Crumpton, P. I.; Giles, M. B.
8
1997
Stability analysis of a Galerkin/Runge-Kutta Navier-Stokes discretisation on unstructured tetrahedral grids. Zbl 0879.76067
Giles, M. B.
6
1997
Stability and accuracy of numerical boundary conditions in aeroelastic analysis. Zbl 0878.73076
Giles, M. B.
4
1997
On the stability and convergence of discretizations of initial value PDEs. Zbl 0896.65057
Giles, M. B.
4
1997
Validity of linearized unsteady Euler equations with shock capturing. Zbl 0792.76036
Lindquist, Dana R.; Giles, Michael B.
1
1994
Viscous-inviscid analysis of transonic and low Reynolds number airfoils. Zbl 0635.76057
Drela, Mark; Giles, Michael B.
28
1987
Newton solution of coupled Euler and boundary-layer equations. Zbl 0604.76060
Drela, M.; Giles, M.; Thompkins, W. T. jun.
1
1986
Propagation and stability of wavelike solutions of finite difference equations with variable coefficients. Zbl 0584.65062
Giles, M. B.; Thompkins, W. T. jun.
8
1985
A numerical study of the steady scalar convective diffusion equation for small viscosity. Zbl 0572.76087
Giles, Michael B.; Rose, Milton E.
2
1984
all top 5

Cited by 2,217 Authors

34 Tempone, Raúl F.
32 Schwab, Christoph
30 Giles, Michael B.
28 Jasra, Ajay
22 Nobile, Fabio
18 Scheichl, Robert
17 Tavener, Simon J.
16 Jentzen, Arnulf
15 Estep, Donald J.
14 Law, Kody J. H.
13 Darmofal, David L.
12 Giannakoglou, Kyriakos C.
12 Mishra, Siddhartha
12 Peherstorfer, Benjamin
12 Reisinger, Christoph
11 Chaudhry, Jehanzeb Hameed
11 Hutzenthaler, Martin
11 Szpruch, Lukasz
11 Ullmann, Elisabeth
11 Willcox, Karen E.
10 Barth, Andrea
10 Fidkowski, Krzysztof J.
10 Kuo, Frances Y.
9 Baker, Ruth Elizabeth
9 Haji-Ali, Abdul-Lateef
9 Vandewalle, Stefan G.
8 Abdulle, Assyr
8 Dereich, Steffen
8 Dick, Josef
8 Goda, Takashi
8 Gunzburger, Max D.
8 Jourdain, Benjamin
8 Kebaier, Ahmed
8 Navon, Ionel Michael
8 Praetorius, Dirk
8 Wang, Qiqi
7 Bayer, Christian
7 Dolejší, Vít
7 Harbrecht, Helmut
7 Herrmann, Lukas
7 Kruse, Thomas
7 Lang, Annika
7 Nordström, Jan
7 Pagès, Gilles
7 Papadimitriou, Dimitrios I.
7 Ritter, Klaus
7 Teckentrup, Aretha L.
7 Van Brummelen, Harald
7 Zuazua, Enrique
6 Alekseev, Aleksey K.
6 Bernal, Francisco
6 Bordas, Stéphane Pierre Alain
6 Geraci, Gianluca
6 Ginting, Victor
6 Gobet, Emmanuel
6 Lozano, Carlos J.
6 Mao, Xuerong
6 Marzouk, Youssef M.
6 Müller-Gronbach, Thomas
6 Multerer, Michael D.
6 Nuyens, Dirk
6 Ollivier-Gooch, Carl F.
6 Oosterlee, Cornelis Willebrordus
6 Patera, Anthony T.
6 Rozza, Gianluigi
6 Sloan, Ian Hugh
6 Šukys, Jonas
6 van der Zee, Kristoffer George
6 Vassilevski, Panayot Spirov
6 Villa, Umberto E.
6 Wohlmuth, Barbara I.
6 Zhong, Hongzhi
6 Zhou, Yan
5 Acebrón, Juan A.
5 Alaya, Mohamed Ben
5 Alfonsi, Aurélien
5 Babaee, Hessam
5 Belomestny, Denis
5 Bespalov, Alexei
5 Dang, Duy Minh
5 Doostan, Alireza
5 Fairbanks, Hillary R.
5 Gantner, Robert Nicholas
5 Gnewuch, Michael
5 Heitzinger, Clemens
5 Higham, Desmond J.
5 Hoffman, Johan
5 Luo, Xianbing
5 May, Georg
5 Motamed, Mohammad
5 Narayan, Akil C.
5 Neuenkirch, Andreas
5 Nguyen, Ngoc Cuong
5 Oden, John Tinsley
5 Pain, Christopher C.
5 Pareschi, Lorenzo
5 Perotto, Simona
5 Pironneau, Olivier
5 Roskovec, Filip
5 Samaey, Giovanni
...and 2,117 more Authors
all top 5

Cited in 193 Serials

182 Journal of Computational Physics
96 Computer Methods in Applied Mechanics and Engineering
70 SIAM Journal on Scientific Computing
69 Computers and Fluids
66 SIAM/ASA Journal on Uncertainty Quantification
39 Journal of Computational and Applied Mathematics
31 Journal of Scientific Computing
28 Computers & Mathematics with Applications
28 SIAM Journal on Numerical Analysis
23 Numerische Mathematik
21 Applied Numerical Mathematics
19 BIT
19 Statistics and Computing
18 Mathematics of Computation
17 The Annals of Applied Probability
16 International Journal for Numerical Methods in Engineering
16 International Journal of Computational Fluid Dynamics
15 Stochastic and Partial Differential Equations. Analysis and Computations
13 Journal of Fluid Mechanics
13 Computational Mechanics
13 Applied Mathematical Modelling
12 Journal of Complexity
12 Monte Carlo Methods and Applications
11 Stochastic Processes and their Applications
11 Multiscale Modeling & Simulation
11 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
10 International Journal for Numerical Methods in Fluids
10 Journal of Mathematical Analysis and Applications
10 Numerical Algorithms
10 Computational Geosciences
9 Applied Mathematics and Computation
9 Mathematics and Computers in Simulation
9 Foundations of Computational Mathematics
8 International Journal of Computer Mathematics
8 Finance and Stochastics
7 Numerical Methods for Partial Differential Equations
7 Advances in Computational Mathematics
7 Communications in Computational Physics
7 SIAM Journal on Financial Mathematics
7 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
6 Advances in Applied Probability
6 Bulletin of Mathematical Biology
6 Stochastic Analysis and Applications
6 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
6 European Journal of Operational Research
6 Computing and Visualization in Science
6 International Journal of Theoretical and Applied Finance
6 Methodology and Computing in Applied Probability
6 Acta Numerica
5 Computer Physics Communications
5 Inverse Problems
5 SIAM Review
5 Computational Optimization and Applications
5 Combustion Theory and Modelling
5 Quantitative Finance
5 Discrete and Continuous Dynamical Systems. Series B
4 Journal of Approximation Theory
4 Journal of Optimization Theory and Applications
4 SIAM Journal on Control and Optimization
4 Computational and Applied Mathematics
4 Optimization Methods & Software
4 Optimization and Engineering
4 Computational Methods in Applied Mathematics
4 Stochastics
4 Journal of Computational and Graphical Statistics
3 International Journal of Control
3 Mathematical Methods in the Applied Sciences
3 Insurance Mathematics & Economics
3 Operations Research Letters
3 Linear Algebra and its Applications
3 Applied Mathematical Finance
3 Electronic Journal of Probability
3 Bernoulli
3 Mathematical Problems in Engineering
3 Mathematical Finance
3 European Journal of Mechanics. B. Fluids
3 Communications in Nonlinear Science and Numerical Simulation
3 Archives of Computational Methods in Engineering
3 GAMM-Mitteilungen
3 Advances in Applied Mathematics and Mechanics
3 GEM - International Journal on Geomathematics
2 Journal of Engineering Mathematics
2 Journal of Mathematical Biology
2 Mathematical Biosciences
2 Zhurnal Vychislitel’noĭ Matematiki i Matematicheskoĭ Fiziki
2 Theoretical and Computational Fluid Dynamics
2 ACM Transactions on Mathematical Software
2 Calcolo
2 Journal of Applied Probability
2 Mathematics of Operations Research
2 Memoirs of the American Mathematical Society
2 Operations Research
2 RAIRO. Modélisation Mathématique et Analyse Numérique
2 Journal of Theoretical Probability
2 SIAM Journal on Matrix Analysis and Applications
2 Annals of Operations Research
2 Computational Mathematics and Mathematical Physics
2 SIAM Journal on Optimization
2 Journal of Computational Neuroscience
2 Engineering Analysis with Boundary Elements
...and 93 more Serials
all top 5

Cited in 45 Fields

1,022 Numerical analysis (65-XX)
410 Probability theory and stochastic processes (60-XX)
371 Fluid mechanics (76-XX)
332 Partial differential equations (35-XX)
168 Statistics (62-XX)
112 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
86 Mechanics of deformable solids (74-XX)
76 Calculus of variations and optimal control; optimization (49-XX)
65 Computer science (68-XX)
47 Ordinary differential equations (34-XX)
41 Operations research, mathematical programming (90-XX)
37 Classical thermodynamics, heat transfer (80-XX)
37 Biology and other natural sciences (92-XX)
35 Systems theory; control (93-XX)
30 Geophysics (86-XX)
27 Statistical mechanics, structure of matter (82-XX)
25 Approximations and expansions (41-XX)
18 Dynamical systems and ergodic theory (37-XX)
16 Linear and multilinear algebra; matrix theory (15-XX)
14 Optics, electromagnetic theory (78-XX)
9 Information and communication theory, circuits (94-XX)
8 Functional analysis (46-XX)
8 Operator theory (47-XX)
7 Measure and integration (28-XX)
5 Number theory (11-XX)
5 Real functions (26-XX)
5 Global analysis, analysis on manifolds (58-XX)
4 Harmonic analysis on Euclidean spaces (42-XX)
4 Mechanics of particles and systems (70-XX)
4 Quantum theory (81-XX)
3 Integral equations (45-XX)
2 General and overarching topics; collections (00-XX)
2 Potential theory (31-XX)
2 Several complex variables and analytic spaces (32-XX)
2 Special functions (33-XX)
2 Difference and functional equations (39-XX)
2 Differential geometry (53-XX)
2 Manifolds and cell complexes (57-XX)
2 Mathematics education (97-XX)
1 History and biography (01-XX)
1 Combinatorics (05-XX)
1 Field theory and polynomials (12-XX)
1 Topological groups, Lie groups (22-XX)
1 Integral transforms, operational calculus (44-XX)
1 Astronomy and astrophysics (85-XX)

Citations by Year