Elisabeth Ullmann

According to our database, Elisabeth Ullmann authored at least 24 papers between 2009 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Consensus-Based Rare Event Estimation.

Konstantin Althaus, Iason Papaioannou, Elisabeth Ullmann

SIAM J. Sci. Comput., 2024

Uncertainty quantification analysis of bifurcations of the Allen-Cahn equation with random coefficients.

Christian Kuehn, Chiara Piazzola, Elisabeth Ullmann

CoRR, 2024

2022

The Ensemble Kalman Filter for Rare Event Estimation.

Fabian Wagner, Iason Papaioannou, Elisabeth Ullmann

SIAM/ASA J. Uncertain. Quantification, 2022

2021

Error Analysis for Probabilities of Rare Events with Approximate Models.

Fabian Wagner, Jonas Latz, Iason Papaioannou, Elisabeth Ullmann

SIAM J. Numer. Anal., 2021

Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators.

Daniel Schaden, Elisabeth Ullmann

SIAM/ASA J. Uncertain. Quantification, 2021

2020

Multilevel Sequential Importance Sampling for Rare Event Estimation.

Fabian Wagner, Jonas Latz, Iason Papaioannou, Elisabeth Ullmann

SIAM J. Sci. Comput., 2020

Multilevel Adaptive Sparse Leja Approximations for Bayesian Inverse Problems.

Ionut-Gabriel Farcas, Jonas Latz, Elisabeth Ullmann, Tobias Neckel, Hans-Joachim Bungartz

SIAM J. Sci. Comput., 2020

On Multilevel Best Linear Unbiased Estimators.

Daniel Schaden, Elisabeth Ullmann

SIAM/ASA J. Uncertain. Quantification, 2020

Certified and fast computations with shallow covariance kernels.

Daniel Kressner, Jonas Latz, Stefano Massei, Elisabeth Ullmann

CoRR, 2020

2019

Analysis of Boundary Effects on PDE-Based Sampling of Whittle-Matérn Random Fields.

Ustim Khristenko, Laura Scarabosio, Piotr Swierczynski, Elisabeth Ullmann, Barbara I. Wohlmuth

SIAM/ASA J. Uncertain. Quantification, 2019

Bayesian Parameter Identification in Cahn-Hilliard Models for Biological Growth.

Christian Kahle, Kei Fong Lam, Jonas Latz, Elisabeth Ullmann

SIAM/ASA J. Uncertain. Quantification, 2019

2018

Multilevel Sequential² Monte Carlo for Bayesian inverse problems.

Jonas Latz, Iason Papaioannou, Elisabeth Ullmann

J. Comput. Phys., 2018

Fast sampling of parameterised Gaussian random fields.

Jonas Latz, Marvin Eisenberger, Elisabeth Ullmann

CoRR, 2018

2017

Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems.

Frances Y. Kuo, Robert Scheichl, Christoph Schwab, Ian H. Sloan, Elisabeth Ullmann

Math. Comput., 2017

Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients.

Ahmad Ahmad Ali, Elisabeth Ullmann, Michael Hinze

SIAM/ASA J. Uncertain. Quantification, 2017

2015

Multilevel Estimation of Rare Events.

Elisabeth Ullmann, Iason Papaioannou

SIAM/ASA J. Uncertain. Quantification, 2015

Solving Log-Transformed Random Diffusion Problems by Stochastic Galerkin Mixed Finite Element Methods.

Elisabeth Ullmann, Catherine E. Powell

SIAM/ASA J. Uncertain. Quantification, 2015

2014

Erratum: Preconditioning Stochastic Galerkin Saddle Point Systems.

Catherine Elizabeth Powell, Elisabeth Ullmann

SIAM J. Matrix Anal. Appl., 2014

2013

Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients.

Aretha L. Teckentrup, Robert Scheichl, Michael B. Giles, Elisabeth Ullmann

Numerische Mathematik, 2013

2012

Efficient Iterative Solvers for Stochastic Galerkin Discretizations of Log-Transformed Random Diffusion Problems.

Elisabeth Ullmann, Howard C. Elman, Oliver G. Ernst

SIAM J. Sci. Comput., 2012

2010

A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations.

Elisabeth Ullmann

SIAM J. Sci. Comput., 2010

Preconditioning Stochastic Galerkin Saddle Point Systems.

Catherine Elizabeth Powell, Elisabeth Ullmann

SIAM J. Matrix Anal. Appl., 2010

Stochastic Galerkin Matrices.

Oliver G. Ernst, Elisabeth Ullmann

SIAM J. Matrix Anal. Appl., 2010

2009

Efficient Solvers for a Linear Stochastic Galerkin Mixed Formulation of Diffusion Problems with Random Data.

Oliver G. Ernst, Catherine Elizabeth Powell, David J. Silvester, Elisabeth Ullmann

SIAM J. Sci. Comput., 2009