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个人简介
My research focus is on improving the accuracy, efficiency and analysis of Monte Carlo methods. A particular highlight has been the development and numerical analysis of multilevel Monte Carlo methods; this has been the basis of much of my research in the past 15 years and has stimulated a lot of research elsewhere.
I am also interested in various aspects of scientific computing, including high performance parallel computing, and I have worked extensively on the exploitation of many-core GPUs for a variety of applications.
I am also interested in various aspects of scientific computing, including high performance parallel computing, and I have worked extensively on the exploitation of many-core GPUs for a variety of applications.
研究兴趣
论文共 6 篇作者统计合作学者相似作者
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WOLFHPC '14: Proceedings of the 2014 Fourth International Workshop on Domain-Specific Languages and High-Level Frameworks for High Performance Computingpp.58-67, (2014)
Journal of Computational Physicsno. 2 (2002): 498-519
13th Computational Fluid Dynamics Conference (1997)
Journal of Computational Physicsno. 2 (1997): 201-214
Journal of Computational Physicsno. 2 (1995): 157-170
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