# Romberg's method

## Papers overview

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2015

2015

- 2015

The efficiency of Monte Carlo simulations is significantly improved when implemented with variance reduction methods. Among these… (More)

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2010

Highly Cited

2010

- Annales des Télécommunications
- 2010

UNICORE is a European Grid Technology with more than 10 years of history. Originating from the Supercomputing domain, the latest… (More)

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2010

2010

- 2010

Let <p and ¡/i be positive continuous functions on [0, 1) with <p(r) ->-0 as r ->■ 1 and JJ ifi(r) dr <co. Denote by A0(<p) and A… (More)

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2007

2007

- Monte Carlo Meth. and Appl.
- 2007

We propose a multi-step Richardson-Romberg extrapolation method for the computation of expectations Ef(X T ) of a diffusion (Xt)t… (More)

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2006

2006

- American journal of physiology. Regulatory…
- 2006

Increasing evidence suggests there is a sex difference in opioid analgesia of pain arising from somatic tissue. However, the… (More)

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2005

2005

- 2005

We study the approximation of Ef (XT ) by a Monte Carlo algorithm, where X is the solution of a stochastic differential equation… (More)

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2004

2004

- Numerical Algorithms
- 2004

A numerical computation in crystallography involves the integral g(a)=∫0 +∞[(exp x +exp −x ) a −exp ax −exp −ax ] dx, 0<a<2. A… (More)

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2002

2002

- 2002

Musculista senhousia (Benson in Cantor, 1842) is a soft sedimentdwelling mussel that has spread anthropogenically from its native… (More)

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1967

Highly Cited

1967

- The New England journal of medicine
- 1967

A 23-year-old man was seen in the clinic because of progressive weakness and paresthesias. He had been well until six months… (More)

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1965

1965

- Commun. ACM
- 1965

A modified form of Romberg quadrature is described, which is less sensitive to the accumulation of rounding errors than the… (More)

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