Many applications across sciences and technologies require a careful quantification of non-deterministic effects to a system output, for example when evaluating the systemâ€™s reliability or whenâ€¦ (More)

Physical review. E, Statistical, nonlinear, andâ€¦

2015

In many physical, technological, social, and economic applications, one is commonly faced with the task of estimating statistical properties, such as mean first passage times of a temporal continuousâ€¦ (More)

In many natural, technological, social and economic applications, one is commonly faced with the task of estimating statistical properties from empirical data (experimental observations), such asâ€¦ (More)

a r t i c l e i n f o a b s t r a c t In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selectedâ€¦ (More)

In this work we introduce and analyze a novel multilevel Monte Carlo (MLMC) estimator for the accurate approximation of central moments of system outputs a ected by uncertainties. Central momentsâ€¦ (More)