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Sebastian Krumscheid
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Year
Quantifying uncertain system outputs via the multilevel Monte Carlo method—Part I: Central moment estimation
S Krumscheid, F Nobile, M Pisaroni
Journal of Computational Physics 414, 109466, 2020
452020
Multilevel Monte Carlo approximation of functions
S Krumscheid, F Nobile
SIAM/ASA Journal on Uncertainty Quantification 6 (3), 1256-1293, 2018
442018
Data-driven coarse graining in action: Modeling and prediction of complex systems
S Krumscheid, M Pradas, GA Pavliotis, S Kalliadasis
Physical Review E 92 (4), 042139, 2015
432015
Semiparametric drift and diffusion estimation for multiscale diffusions
S Krumscheid, GA Pavliotis, S Kalliadasis
Multiscale Modeling & Simulation 11 (2), 442-473, 2013
362013
A new framework for extracting coarse-grained models from time series with multiscale structure
S Kalliadasis, S Krumscheid, GA Pavliotis
Journal of Computational Physics 296, 314-328, 2015
332015
Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters
M Martin, S Krumscheid, F Nobile
ESAIM: Mathematical Modelling and Numerical Analysis 55 (4), 1599-1633, 2021
272021
Novel series connection concept for thin film solar modules
S Haas, S Krumscheid, A Bauer, A Lambertz, U Rau
Progress in Photovoltaics: Research and Applications 21 (5), 972-979, 2013
202013
Central limit theorems for multilevel Monte Carlo methods
H Hoel, S Krumscheid
Journal of Complexity 54, 101407, 2019
162019
Analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters
M Martin, S Krumscheid, F Nobile
Preprint, 1-39, 2018
162018
Quantifying uncertainties in contact mechanics of rough surfaces using the multilevel Monte Carlo method
V Rey, S Krumscheid, F Nobile
International Journal of Engineering Science 138, 50-64, 2019
152019
Adaptive stratified sampling for nonsmooth problems
P Pettersson, S Krumscheid
International Journal for Uncertainty Quantification 12 (6), 2022
112022
Detecting regime transitions of the nocturnal and polar near-surface temperature inversion
A Kaiser, D Faranda, S Krumscheid, D Belušić, N Vercauteren
Journal of the Atmospheric Sciences 77 (8), 2921-2940, 2020
112020
Statistical learning of nonlinear stochastic differential equations from nonstationary time series using variational clustering
V Boyko, S Krumscheid, N Vercauteren
Multiscale Modeling & Simulation 20 (4), 1251-1283, 2022
72022
QUANTIFYING UNCERTAIN SYSTEM OUTPUTS VIA THE MULTI-LEVEL MONTE CARLO METHOD− DISTRIBUTION AND ROBUSTNESS MEASURES
Q Ayoul-Guilmard, S Ganesh, S Krumscheid, F Nobile
International Journal for Uncertainty Quantification 13 (5), 2023
62023
Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
TV Hoang, S Krumscheid, HG Matthies, R Tempone
arXiv preprint arXiv:2106.07908, 2021
62021
Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data
S Krumscheid
Mathematical Models and Methods in Applied Sciences 28 (08), 1565-1597, 2018
6*2018
On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods
L Espath, S Krumscheid, R Tempone, P Vilanova
arXiv preprint arXiv:2109.10933, 2021
42021
Benchmark of fast Coulomb Solvers for open and periodic boundary conditions
S Krumscheid
Forschungszentrum Jülich GmbH, Jülich Supercomputing Centre, 2010
42010
Dynamical stability indicator based on autoregressive moving-average models: Critical transitions and the Atlantic meridional overturning circulation
M Rodal, S Krumscheid, G Madan, J Henry LaCasce, N Vercauteren
Chaos: An Interdisciplinary Journal of Nonlinear Science 32 (11), 2022
22022
Detecting regime transitions of the nocturnal and Polar boundary layer
A Kaiser, D Faranda, S Krumscheid, D Beluši, N Vercauteren
Journal of the Atmospheric Sciences, 2019
22019
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Articles 1–20