Erik von Schwerin

Research Scientists

Research Scientist

Location:

B1- L4 - 4242

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A. Haji-Ali, F. Nobile, E. von Schwerin, R. Tempone, Optimization of mesh hierarchies in Multilevel Monte Carlo samplers, Stochastic Partial Differential Equations: Analysis and Computations, Vol. 4, Issue 1, Pages 76–112, 2016.
Nathan Collier, Abdul-Lateef Haji-Ali, Fabio Nobile, Erik von Schwerin, and Raúl Tempone, A Continuation Multilevel Monte Carlo algorithm, BIT Numerical Mathematics, June 2015, Volume 55, Issue 2, pp 399-432
Christian Bayer, Håkon Hoel, Erik von Schwerin, and Raúl Tempone, On non-asymptotic optimal stopping criteria in Monte Carlo Simulations, SIAM Journal on Scientific Computing, 2014, Vol. 36, No. 2 : pp. A869-A885
Giovanni Migliorati, Fabio Nobile, Erik von Schwerin, and Raúl Tempone, Analysis of Discrete L² Projection on Polynomial Spaces with Random Evaluations, Foundations of Computational Mathematics, 2014, Vol. 14, No. 3 : pp. 419-456
Håkon Hoel, Erik von Schwerin, Anders Szepessy, and Raúl Tempone, Implementation and analysis of an adaptive multilevel Monte Carlo algorithm, Monte Carlo Methods and Applications, 2014, Vol. 20, No. 1 : pp. 1-41.
E. von Schwerin and A. Szepessy, A Stochastic Phase-Field Model Determined from Molecular Dynamics, ESAIM: M2AN 44, 627—646, 2010.

Ph.D. Numerical Analysis, Royal Institute of Technology (KTH), Stockholm, Sweden, 2007
M.S. Engineering Physics, Royal Institute of Technology (KTH), Stockholm, Sweden, 2001