C
Christoph Schwab
Researcher at ETH Zurich
Publications - 494
Citations - 19971
Christoph Schwab is an academic researcher from ETH Zurich. The author has contributed to research in topics: Finite element method & Discretization. The author has an hindex of 71, co-authored 473 publications receiving 17940 citations. Previous affiliations of Christoph Schwab include École Polytechnique Fédérale de Lausanne & Linköping University.
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Direct solution of the Chemical Master Equation using quantized tensor trains.
TL;DR: The proposed QTT method achieves dramatic speedups and several orders of magnitude storage savings over direct approaches and automatically adapts the “basis” of the solution at every time step guaranteeing that it is large enough to capture the dynamics of interest but no larger than necessary, as this would increase the computational complexity.
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Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs
TL;DR: Numerical illustrations for the $M$-dimensional parametric elliptic PDEs resulting from sPDEs on parameter spaces of dimensions $M\leq100$ indicate the advantages of employing low-rank tensor-structured matrix formats in the numerical solution of such problems.
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Mixed hp -DGFEM for Incompressible Flows
TL;DR: A priori error estimates for hp-approximations on tensor product meshes are derived and a new stability estimate for the discrete divergence bilinear form is proved.
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Fast deterministic pricing of options on Lévy driven assets
TL;DR: The deterministic algorithm gives optimal convergence rates (up to logarithmic terms) for the computed solution in the same complexity as finite difference approximations of the standard Black–Scholes equation.
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Sparse tensor multi-level Monte Carlo finite volume methods for hyperbolic conservation laws with random initial data
TL;DR: A class of numerical schemes of multi-level Monte Carlo Finite Volume (MLMC-FVM) type is presented for the approximation of random entropy solutions as well as of their k-point correlation functions and statistical moments of discontinuous solutions are found to be more regular than pathwise solutions.