A. Barth and A. Stein, “Approximation and simulation of infinite-dimensional Lévy processes,” 2016.
A. Barth, C. Schwab, and J. Sukys, “Multilevel Monte Carlo simulation of statistical solutions to the Navier-Stokes equations,” in Monte Carlo and quasi-Monte Carlo methods, vol. 163, Springer, Cham, 2016, pp. 209--227.
A. Barth, R. Burger, I. Kröker, and C. Rohde, “Computational uncertainty quantification for a clarifier-thickener model with several random perturbations: A hybrid stochastic Galerkin approach,” COMPUTERS & CHEMICAL ENGINEERING, vol. 89, pp. 11–26, 2016.
A. Barth, R. Bürger, I. Kröker, and C. Rohde, “Computational uncertainty quantification for a clarifier-thickener model with several random perturbations: A hybrid stochastic Galerkin approach,” Computers & Chemical Engineering, vol. 89, pp. 11-- 26, 2016.
A. Barth and I. Kröker, “Finite volume methods for hyperbolic partial differential equations with spatial noise,” in Springer Proceedings in Mathematics and Statistics, vol. submitted, Springer International Publishing, 2016.
A. Barth and F. G. Fuchs, “Uncertainty quantification for hyperbolic conservation laws with flux coefficients given by spatiotemporal random fields,” SIAM J. Sci. Comput., vol. 38, no. 4, pp. A2209--A2231, 2016.
A. Barth, S. Moreno-Bromberg, and O. Reichmann, “A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting,” Comp. Economics, vol. 47, no. 3, pp. 447--472, 2016.
K. Carlberg, L. Brencher, B. Haasdonk, and A. Barth, “Data-driven time parallelism via forecasting,” 2016.