Michael B. Giles
Orcid: 0000-0002-5445-3721Affiliations:
- University of Oxford, UK
According to our database1,
Michael B. Giles
authored at least 70 papers
between 2000 and 2024.
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Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
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on zbmath.org
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on scopus.com
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on orcid.org
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on d-nb.info
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on dl.acm.org
On csauthors.net:
Bibliography
2024
SIAM J. Sci. Comput., 2024
Proceedings of the Mathematical Software - ICMS 2024, 2024
2023
Approximating Inverse Cumulative Distribution Functions to Produce Approximate Random Variables.
ACM Trans. Math. Softw., September, 2023
2022
SIAM/ASA J. Uncertain. Quantification, 2022
2021
Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling.
SIAM J. Sci. Comput., 2021
SIAM/ASA J. Uncertain. Quantification, 2021
2020
ACM Trans. Archit. Code Optim., 2020
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations.
Stat. Comput., 2020
SIAM/ASA J. Uncertain. Quantification, 2020
Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision.
CoRR, 2020
2019
Stat. Comput., 2019
Using GPUs to accelerate computational diffusion MRI: From microstructure estimation to tractography and connectomes.
NeuroImage, 2019
SIAM/ASA J. Uncertain. Quantification, 2019
J. Parallel Distributed Comput., 2019
Large-scale performance of a DSL-based multi-block structured-mesh application for Direct Numerical Simulation.
J. Parallel Distributed Comput., 2019
J. Complex., 2019
Found. Comput. Math., 2019
Sub-sampling and other considerations for efficient risk estimation in large portfolios.
CoRR, 2019
2018
IEEE Trans. Parallel Distributed Syst., 2018
Multilevel Estimation of Expected Exit Times and Other Functionals of Stopped Diffusions.
SIAM/ASA J. Uncertain. Quantification, 2018
Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes.
SIAM/ASA J. Uncertain. Quantification, 2018
Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling.
J. Comput. Phys., 2018
2017
Proceedings of the Workshop on Memory Centric Programming for HPC, 2017
2016
IEEE Trans. Parallel Distributed Syst., 2016
ACM Trans. Math. Softw., 2016
Algorithm 955: Approximation of the Inverse Poisson Cumulative Distribution Function.
ACM Trans. Math. Softw., 2016
An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations.
SIAM/ASA J. Uncertain. Quantification, 2016
Concurr. Comput. Pract. Exp., 2016
Proceedings of the High Performance Computing, 2016
Proceedings of the 3rd Workshop on Programming Models for SIMD/Vector Processing, 2016
2015
SIAM/ASA J. Uncertain. Quantification, 2015
A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations.
J. Comput. Phys., 2015
Int. J. Parallel Program., 2015
Analysis of parallel processor architectures for the solution of the Black-Scholes PDE.
Proceedings of the 2015 IEEE International Symposium on Circuits and Systems, 2015
Proceedings of the 2015 IEEE International Conference on Cluster Computing, 2015
Proceedings of 25th Annual International Conference on Computer Science and Software Engineering, 2015
2014
Adjoint Methods in Computational Science, Engineering, and Finance (Dagstuhl Seminar 14371).
Dagstuhl Reports, 2014
Proceedings of the Fourth International Workshop on Domain-Specific Languages and High-Level Frameworks for High Performance Computing, 2014
Performance Analysis of a High-Level Abstractions-Based Hydrocode on Future Computing Systems.
Proceedings of the High Performance Computing Systems. Performance Modeling, Benchmarking, and Simulation, 2014
Proceedings of the 7th Workshop on High Performance Computational Finance, 2014
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2014
2013
Design and initial performance of a high-level unstructured mesh framework on heterogeneous parallel systems.
Parallel Comput., 2013
Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients.
Numerische Mathematik, 2013
2012
Fat versus Thin Threading Approach on GPUs: Application to Stochastic Simulation of Chemical Reactions.
IEEE Trans. Parallel Distributed Syst., 2012
SIGMETRICS Perform. Evaluation Rev., 2012
Stochastic Finite Differences and Multilevel Monte Carlo for a Class of SPDEs in Finance.
SIAM J. Financial Math., 2012
Performance Analysis and Optimization of the OP2 Framework on Many-Core Architectures.
Comput. J., 2012
Proceedings of the 2012 SC Companion: High Performance Computing, 2012
Proceedings of the Languages and Compilers for Parallel Computing, 2012
Proceedings of the Computing Frontiers Conference, CF'12, 2012
2011
SIGMETRICS Perform. Evaluation Rev., 2011
Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients.
Comput. Vis. Sci., 2011
STOCHSIMGPU: parallel stochastic simulation for the Systems Biology Toolbox 2 for MATLAB.
Bioinform., 2011
Proceedings of the Euro-Par 2011: Parallel Processing Workshops - CCPI, CGWS, HeteroPar, HiBB, HPCVirt, HPPC, HPSS, MDGS, ProPer, Resilience, UCHPC, VHPC, Bordeaux, France, August 29, 2011
2010
Convergence of Linearized and Adjoint Approximations for Discontinuous Solutions of Conservation Laws. Part 2: Adjoint Approximations and Extensions.
SIAM J. Numer. Anal., 2010
Convergence of Linearized and Adjoint Approximations for Discontinuous Solutions of Conservation Laws. Part 1: Linearized Approximations and Linearized Output Functionals.
SIAM J. Numer. Anal., 2010
2009
Finance Stochastics, 2009
Proceedings of the 2009 Winter Simulation Conference, 2009
2008
2002
Proceedings of the 11th IEEE International Symposium on High Performance Distributed Computing (HPDC-11 2002), 2002
Proceedings of the Web and the Grid: from e-science to e-business. EuroWeb 2002 Conference, 2002
2000
SIAM Rev., 2000