Ph.D. Thesis


Adaptive Algorithms for Deterministic and Stochastic Differential Equations

• [PDF] Abstract
  
  
• [PDF] Introduction
  
  
• K.-S. Moon, A. Szepessy, R. Tempone, G. E. Zouraris
  [PDF] A variational principle for adaptive approximation of ordinary differential equations
  Numerische Mathematik; DOI 10.1007/s00211-003-0467-8
  
  
• K.-S. Moon, A. Szepessy, R. Tempone, G. E. Zouraris
  [PDF] Convergence rates for adaptive approximation of ordinary differential equations
  Numerische Mathematik; DOI 10.1007/s00211-003-0466-9
  
  
• K.-S. Moon, E. von Schwerin, A. Szepessy, R. Tempone
  [PDF] Convergence rates for an adaptive dual weighted residual finite element algorithm
  Presented in "Multiscale Modelling, Multiresolution and Adaptivity" (Newton Inst., Cambridge), April 7-11, 2003.
  
  
• K.-S. Moon, A. Szepessy, R. Tempone, G. E. Zouraris
  [PDF] Convergence rates for adaptive weak approximation of stochastic differential equations
  Presented in "First SIAM-EMS conference Applied Mathematics in our Changing World" (Berlin), Sep. 2001.
  
  
• K.-S. Moon
  [PDF] Adaptive Monte Carlo algorithms for stopped diffusion
  Presented in "SDEs and SPDEs : Numerical Methods and Applications" (Edinburgh), 31 March-4 April 2003.

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