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ORCIDBibTeX records: Michael B. Giles
@article{DBLP:journals/toms/GilesS23,
author = {Michael B. Giles and
Oliver Sheridan{-}Methven},
title = {Approximating Inverse Cumulative Distribution Functions to Produce
Approximate Random Variables},
journal = {{ACM} Trans. Math. Softw.},
volume = {49},
number = {3},
pages = {26:1--26:29},
year = {2023},
url = {https://doi.org/10.1145/3604935},
doi = {10.1145/3604935},
timestamp = {Thu, 09 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/toms/GilesS23.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2301-02882,
author = {Michael B. Giles},
title = {{MLMC} techniques for discontinuous functions},
journal = {CoRR},
volume = {abs/2301.02882},
year = {2023},
url = {https://doi.org/10.48550/arXiv.2301.02882},
doi = {10.48550/ARXIV.2301.02882},
eprinttype = {arXiv},
eprint = {2301.02882},
timestamp = {Tue, 10 Jan 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2301-02882.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2311-05341,
author = {Jan Novotn{\'{y}} and
Karel Ad{\'{a}}mek and
M. A. Clark and
Mike B. Giles and
Wesley Armour},
title = {Accelerating Dedispersion using Many-Core Architectures},
journal = {CoRR},
volume = {abs/2311.05341},
year = {2023},
url = {https://doi.org/10.48550/arXiv.2311.05341},
doi = {10.48550/ARXIV.2311.05341},
eprinttype = {arXiv},
eprint = {2311.05341},
timestamp = {Thu, 16 Nov 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2311-05341.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/juq/GilesS22,
author = {Michael B. Giles and
Oliver Sheridan{-}Methven},
title = {Analysis of Nested Multilevel Monte Carlo Using Approximate Normal
Random Variables},
journal = {{SIAM/ASA} J. Uncertain. Quantification},
volume = {10},
number = {1},
pages = {200--226},
year = {2022},
url = {https://doi.org/10.1137/21m1399385},
doi = {10.1137/21M1399385},
timestamp = {Mon, 25 Jul 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/juq/GilesS22.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2209-03017,
author = {Michael B. Giles and
Abdul{-}Lateef Haji{-}Ali},
title = {Multilevel Path Branching for Digital Options},
journal = {CoRR},
volume = {abs/2209.03017},
year = {2022},
url = {https://doi.org/10.48550/arXiv.2209.03017},
doi = {10.48550/ARXIV.2209.03017},
eprinttype = {arXiv},
eprint = {2209.03017},
timestamp = {Tue, 21 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2209-03017.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/juq/FangG21,
author = {Wei Fang and
Mike B. Giles},
title = {Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic
Systems},
journal = {{SIAM/ASA} J. Uncertain. Quantification},
volume = {9},
number = {3},
pages = {1217--1241},
year = {2021},
url = {https://doi.org/10.1137/20M1352454},
doi = {10.1137/20M1352454},
timestamp = {Wed, 15 Dec 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/juq/FangG21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/siamsc/CrociGF21,
author = {Matteo Croci and
Michael B. Giles and
Patrick E. Farrell},
title = {Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random
Field Coefficients via Fast White Noise Sampling},
journal = {{SIAM} J. Sci. Comput.},
volume = {43},
number = {4},
pages = {A2840--A2868},
year = {2021},
url = {https://doi.org/10.1137/20M1329044},
doi = {10.1137/20M1329044},
timestamp = {Mon, 28 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/siamsc/CrociGF21.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2102-08164,
author = {Mike B. Giles and
Oliver Sheridan{-}Methven},
title = {Analysis of nested multilevel Monte Carlo using approximate Normal
random variables},
journal = {CoRR},
volume = {abs/2102.08164},
year = {2021},
url = {https://arxiv.org/abs/2102.08164},
eprinttype = {arXiv},
eprint = {2102.08164},
timestamp = {Sat, 19 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-2102-08164.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/juq/HironakaGGT20,
author = {Tomohiko Hironaka and
Michael B. Giles and
Takashi Goda and
Howard Thom},
title = {Multilevel Monte Carlo Estimation of the Expected Value of Sample
Information},
journal = {{SIAM/ASA} J. Uncertain. Quantification},
volume = {8},
number = {3},
pages = {1236--1259},
year = {2020},
url = {https://doi.org/10.1137/19M1284981},
doi = {10.1137/19M1284981},
timestamp = {Fri, 09 Apr 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/juq/HironakaGGT20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/sac/GilesMSVZ20,
author = {Michael B. Giles and
Mateusz B. Majka and
Lukasz Szpruch and
Sebastian J. Vollmer and
Konstantinos C. Zygalakis},
title = {Multi-level Monte Carlo methods for the approximation of invariant
measures of stochastic differential equations},
journal = {Stat. Comput.},
volume = {30},
number = {3},
pages = {507--524},
year = {2020},
url = {https://doi.org/10.1007/s11222-019-09890-0},
doi = {10.1007/S11222-019-09890-0},
timestamp = {Sun, 02 Oct 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/sac/GilesMSVZ20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/taco/AdamekDGA20,
author = {Karel Ad{\'{a}}mek and
Sofia Dimoudi and
Mike B. Giles and
Wesley Armour},
title = {{GPU} Fast Convolution via the Overlap-and-Save Method in Shared Memory},
journal = {{ACM} Trans. Archit. Code Optim.},
volume = {17},
number = {3},
pages = {18:1--18:20},
year = {2020},
url = {https://doi.org/10.1145/3394116},
doi = {10.1145/3394116},
timestamp = {Sat, 02 Sep 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/taco/AdamekDGA20.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2005-12160,
author = {Wei Fang and
Mike B. Giles},
title = {Importance Sampling for Pathwise Sensitivity of Stochastic Chaotic
Systems},
journal = {CoRR},
volume = {abs/2005.12160},
year = {2020},
url = {https://arxiv.org/abs/2005.12160},
eprinttype = {arXiv},
eprint = {2005.12160},
timestamp = {Fri, 19 Nov 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2005-12160.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2010-16225,
author = {Matteo Croci and
Michael Bryce Giles},
title = {Effects of round-to-nearest and stochastic rounding in the numerical
solution of the heat equation in low precision},
journal = {CoRR},
volume = {abs/2010.16225},
year = {2020},
url = {https://arxiv.org/abs/2010.16225},
eprinttype = {arXiv},
eprint = {2010.16225},
timestamp = {Tue, 03 Nov 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2010-16225.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2012-09715,
author = {Oliver Sheridan{-}Methven and
Michael B. Giles},
title = {Approximating inverse cumulative distribution functions to produce
approximate random variables},
journal = {CoRR},
volume = {abs/2012.09715},
year = {2020},
url = {https://arxiv.org/abs/2012.09715},
eprinttype = {arXiv},
eprint = {2012.09715},
timestamp = {Mon, 30 Oct 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2012-09715.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-2012-09739,
author = {Oliver Sheridan{-}Methven and
Michael B. Giles},
title = {Rounding error using low precision approximate random variables},
journal = {CoRR},
volume = {abs/2012.09739},
year = {2020},
url = {https://arxiv.org/abs/2012.09739},
eprinttype = {arXiv},
eprint = {2012.09739},
timestamp = {Mon, 30 Oct 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-2012-09739.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/focm/GilesHMR19,
author = {Michael B. Giles and
Mario Hefter and
Lukas Mayer and
Klaus Ritter},
title = {Random Bit Quadrature and Approximation of Distributions on Hilbert
Spaces},
journal = {Found. Comput. Math.},
volume = {19},
number = {1},
pages = {205--238},
year = {2019},
url = {https://doi.org/10.1007/s10208-018-9382-3},
doi = {10.1007/S10208-018-9382-3},
timestamp = {Fri, 13 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/focm/GilesHMR19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jc/GilesHMR19,
author = {Michael B. Giles and
Mario Hefter and
Lukas Mayer and
Klaus Ritter},
title = {Random bit multilevel algorithms for stochastic differential equations},
journal = {J. Complex.},
volume = {54},
year = {2019},
url = {https://doi.org/10.1016/j.jco.2019.01.002},
doi = {10.1016/J.JCO.2019.01.002},
timestamp = {Thu, 20 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/jc/GilesHMR19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jpdc/RegulyMGM19,
author = {I. Z. Reguly and
Gihan R. Mudalige and
Mike B. Giles and
S. Maheswaran},
title = {Improving resilience of scientific software through a domain-specific
approach},
journal = {J. Parallel Distributed Comput.},
volume = {128},
pages = {99--114},
year = {2019},
url = {https://doi.org/10.1016/j.jpdc.2019.01.015},
doi = {10.1016/J.JPDC.2019.01.015},
timestamp = {Thu, 12 Jan 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/jpdc/RegulyMGM19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jpdc/MudaligeRJJGS19,
author = {Gihan R. Mudalige and
I. Z. Reguly and
Satya P. Jammy and
Christian T. Jacobs and
Michael B. Giles and
Neil D. Sandham},
title = {Large-scale performance of a DSL-based multi-block structured-mesh
application for Direct Numerical Simulation},
journal = {J. Parallel Distributed Comput.},
volume = {131},
pages = {130--146},
year = {2019},
url = {https://doi.org/10.1016/j.jpdc.2019.04.019},
doi = {10.1016/J.JPDC.2019.04.019},
timestamp = {Mon, 05 Feb 2024 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/jpdc/MudaligeRJJGS19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/juq/GilesH19,
author = {Michael B. Giles and
Abdul{-}Lateef Haji{-}Ali},
title = {Multilevel Nested Simulation for Efficient Risk Estimation},
journal = {{SIAM/ASA} J. Uncertain. Quantification},
volume = {7},
number = {2},
pages = {497--525},
year = {2019},
url = {https://doi.org/10.1137/18M1173186},
doi = {10.1137/18M1173186},
timestamp = {Thu, 08 Aug 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/juq/GilesH19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/neuroimage/Hernandez-Fernandez19,
author = {Mois{\'{e}}s Hern{\'{a}}ndez{-}Fern{\'{a}}ndez and
Istv{\'{a}}n Zoltan Reguly and
Sa{\^{a}}d Jbabdi and
Michael B. Giles and
Stephen M. Smith and
Stamatios N. Sotiropoulos},
title = {Using GPUs to accelerate computational diffusion {MRI:} From microstructure
estimation to tractography and connectomes},
journal = {NeuroImage},
volume = {188},
pages = {598--615},
year = {2019},
url = {https://doi.org/10.1016/j.neuroimage.2018.12.015},
doi = {10.1016/J.NEUROIMAGE.2018.12.015},
timestamp = {Mon, 22 May 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/neuroimage/Hernandez-Fernandez19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/sac/GilesG19,
author = {Michael B. Giles and
Takashi Goda},
title = {Decision-making under uncertainty: using {MLMC} for efficient estimation
of {EVPPI}},
journal = {Stat. Comput.},
volume = {29},
number = {4},
pages = {739--751},
year = {2019},
url = {https://doi.org/10.1007/s11222-018-9835-1},
doi = {10.1007/S11222-018-9835-1},
timestamp = {Wed, 25 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/sac/GilesG19.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-1909-00549,
author = {Tomohiko Hironaka and
Michael B. Giles and
Takashi Goda and
Howard Thom},
title = {Multilevel Monte Carlo estimation of the expected value of sample
information},
journal = {CoRR},
volume = {abs/1909.00549},
year = {2019},
url = {http://arxiv.org/abs/1909.00549},
eprinttype = {arXiv},
eprint = {1909.00549},
timestamp = {Sat, 23 Jan 2021 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-1909-00549.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-1910-01972,
author = {Karel Ad{\'{a}}mek and
Sofia Dimoudi and
Mike B. Giles and
Wesley Armour},
title = {{GPU} Fast Convolution via the Overlap-and-Save Method in Shared Memory},
journal = {CoRR},
volume = {abs/1910.01972},
year = {2019},
url = {http://arxiv.org/abs/1910.01972},
eprinttype = {arXiv},
eprint = {1910.01972},
timestamp = {Sat, 19 Aug 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-1910-01972.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-1911-03188,
author = {Michael B. Giles and
Arnulf Jentzen and
Timo Welti},
title = {Generalised multilevel Picard approximations},
journal = {CoRR},
volume = {abs/1911.03188},
year = {2019},
url = {http://arxiv.org/abs/1911.03188},
eprinttype = {arXiv},
eprint = {1911.03188},
timestamp = {Mon, 11 Nov 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-1911-03188.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-1911-12099,
author = {Matteo Croci and
Michael B. Giles and
Patrick E. Farrell},
title = {Multilevel quasi Monte Carlo methods for elliptic PDEs with random
field coefficients via fast white noise sampling},
journal = {CoRR},
volume = {abs/1911.12099},
year = {2019},
url = {http://arxiv.org/abs/1911.12099},
eprinttype = {arXiv},
eprint = {1911.12099},
timestamp = {Thu, 14 Oct 2021 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-1911-12099.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-1912-05484,
author = {Michael B. Giles and
Abdul{-}Lateef Haji{-}Ali},
title = {Sub-sampling and other considerations for efficient risk estimation
in large portfolios},
journal = {CoRR},
volume = {abs/1912.05484},
year = {2019},
url = {http://arxiv.org/abs/1912.05484},
eprinttype = {arXiv},
eprint = {1912.05484},
timestamp = {Tue, 07 Jan 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/corr/abs-1912-05484.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jcphy/KatsiolidesMSSG18,
author = {Grigoris Katsiolides and
Eike Hermann M{\"{u}}ller and
Robert Scheichl and
Tony Shardlow and
Michael B. Giles and
David J. Thomson},
title = {Multilevel Monte Carlo and improved timestepping methods in atmospheric
dispersion modelling},
journal = {J. Comput. Phys.},
volume = {354},
pages = {320--343},
year = {2018},
url = {https://doi.org/10.1016/j.jcp.2017.10.035},
doi = {10.1016/J.JCP.2017.10.035},
timestamp = {Wed, 19 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/jcphy/KatsiolidesMSSG18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/juq/GilesB18,
author = {Michael B. Giles and
Francisco Bernal},
title = {Multilevel Estimation of Expected Exit Times and Other Functionals
of Stopped Diffusions},
journal = {{SIAM/ASA} J. Uncertain. Quantification},
volume = {6},
number = {4},
pages = {1454--1474},
year = {2018},
url = {https://doi.org/10.1137/17M1116660},
doi = {10.1137/17M1116660},
timestamp = {Wed, 21 Aug 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/juq/GilesB18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/juq/CrociGRF18,
author = {Matteo Croci and
Michael B. Giles and
Marie E. Rognes and
Patrick E. Farrell},
title = {Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo
with Nonnested Meshes},
journal = {{SIAM/ASA} J. Uncertain. Quantification},
volume = {6},
number = {4},
pages = {1630--1655},
year = {2018},
url = {https://doi.org/10.1137/18M1175239},
doi = {10.1137/18M1175239},
timestamp = {Wed, 21 Aug 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/juq/CrociGRF18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/tpds/RegulyMG18,
author = {Istv{\'{a}}n Z. Reguly and
Gihan R. Mudalige and
Michael B. Giles},
title = {Loop Tiling in Large-Scale Stencil Codes at Run-Time with {OPS}},
journal = {{IEEE} Trans. Parallel Distributed Syst.},
volume = {29},
number = {4},
pages = {873--886},
year = {2018},
url = {https://doi.org/10.1109/TPDS.2017.2778161},
doi = {10.1109/TPDS.2017.2778161},
timestamp = {Fri, 02 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/tpds/RegulyMG18.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/GilesX17,
author = {Michael B. Giles and
Yuan Xia},
title = {Multilevel Monte Carlo for exponential L{\'{e}}vy models},
journal = {Finance Stochastics},
volume = {21},
number = {4},
pages = {995--1026},
year = {2017},
url = {https://doi.org/10.1007/s00780-017-0341-7},
doi = {10.1007/S00780-017-0341-7},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/GilesX17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/sc/RegulyMG17,
author = {Istv{\'{a}}n Z. Reguly and
Gihan R. Mudalige and
Michael B. Giles},
title = {Beyond 16GB: Out-of-Core Stencil Computations},
booktitle = {Proceedings of the Workshop on Memory Centric Programming for HPC,
MCHPC@SC 2017, Denver, CO, USA, November 12, 2017},
pages = {20--29},
publisher = {{ACM}},
year = {2017},
url = {https://doi.org/10.1145/3145617.3145619},
doi = {10.1145/3145617.3145619},
timestamp = {Mon, 15 Jun 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/sc/RegulyMG17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/RegulyMG17,
author = {Istv{\'{a}}n Z. Reguly and
Gihan R. Mudalige and
Mike B. Giles},
title = {Loop Tiling in Large-Scale Stencil Codes at Run-time with {OPS}},
journal = {CoRR},
volume = {abs/1704.00693},
year = {2017},
url = {http://arxiv.org/abs/1704.00693},
eprinttype = {arXiv},
eprint = {1704.00693},
timestamp = {Mon, 13 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/RegulyMG17.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/abs-1709-02125,
author = {Istv{\'{a}}n Z. Reguly and
Gihan R. Mudalige and
Michael B. Giles},
title = {Beyond 16GB: Out-of-Core Stencil Computations},
journal = {CoRR},
volume = {abs/1709.02125},
year = {2017},
url = {http://arxiv.org/abs/1709.02125},
eprinttype = {arXiv},
eprint = {1709.02125},
timestamp = {Mon, 13 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/abs-1709-02125.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/concurrency/RegulyLMG16,
author = {I. Z. Reguly and
Endre L{\'{a}}szl{\'{o}} and
Gihan R. Mudalige and
Mike B. Giles},
title = {Vectorizing unstructured mesh computations for many-core architectures},
journal = {Concurr. Comput. Pract. Exp.},
volume = {28},
number = {2},
pages = {557--577},
year = {2016},
url = {https://doi.org/10.1002/cpe.3621},
doi = {10.1002/CPE.3621},
timestamp = {Mon, 02 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/concurrency/RegulyLMG16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/juq/Vidal-CodinaNGP16,
author = {Ferran Vidal{-}Codina and
Ngoc Cuong Nguyen and
Michael B. Giles and
Jaime Peraire},
title = {An Empirical Interpolation and Model-Variance Reduction Method for
Computing Statistical Outputs of Parametrized Stochastic Partial Differential
Equations},
journal = {{SIAM/ASA} J. Uncertain. Quantification},
volume = {4},
number = {1},
pages = {244--265},
year = {2016},
url = {https://doi.org/10.1137/15M1016783},
doi = {10.1137/15M1016783},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/juq/Vidal-CodinaNGP16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/toms/Giles16,
author = {Michael B. Giles},
title = {Algorithm 955: Approximation of the Inverse Poisson Cumulative Distribution
Function},
journal = {{ACM} Trans. Math. Softw.},
volume = {42},
number = {1},
pages = {7:1--7:22},
year = {2016},
url = {https://doi.org/10.1145/2699466},
doi = {10.1145/2699466},
timestamp = {Tue, 16 Aug 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/toms/Giles16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/toms/LaszloGA16,
author = {Endre L{\'{a}}szl{\'{o}} and
Michael B. Giles and
Jeremy Appleyard},
title = {Manycore Algorithms for Batch Scalar and Block Tridiagonal Solvers},
journal = {{ACM} Trans. Math. Softw.},
volume = {42},
number = {4},
pages = {31:1--31:36},
year = {2016},
url = {https://doi.org/10.1145/2830568},
doi = {10.1145/2830568},
timestamp = {Tue, 16 Aug 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/toms/LaszloGA16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/tpds/RegulyMBGBKR16,
author = {Istv{\'{a}}n Z. Reguly and
Gihan R. Mudalige and
Carlo Bertolli and
Michael B. Giles and
Adam Betts and
Paul H. J. Kelly and
David Radford},
title = {Acceleration of a Full-Scale Industrial {CFD} Application with {OP2}},
journal = {{IEEE} Trans. Parallel Distributed Syst.},
volume = {27},
number = {5},
pages = {1265--1278},
year = {2016},
url = {https://doi.org/10.1109/TPDS.2015.2453972},
doi = {10.1109/TPDS.2015.2453972},
timestamp = {Fri, 02 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/tpds/RegulyMBGBKR16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ppopp/MudaligeRG16,
author = {Gihan R. Mudalige and
I. Z. Reguly and
Michael B. Giles},
editor = {Jan Eitzinger and
Jo{\"{e}}l Falcou and
Ilie Gabriel Tanase and
James C. Brodman},
title = {Auto-vectorizing a large-scale production unstructured-mesh {CFD}
application},
booktitle = {Proceedings of the 3rd Workshop on Programming Models for SIMD/Vector
Processing, WPMVP@PPoPP 2016, Barcelona, Spain, March 13, 2016},
pages = {5:1--5:8},
publisher = {{ACM}},
year = {2016},
url = {https://doi.org/10.1145/2870650.2870651},
doi = {10.1145/2870650.2870651},
timestamp = {Sun, 12 Jun 2022 19:46:08 +0200},
biburl = {https://dblp.org/rec/conf/ppopp/MudaligeRG16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/supercomputer/RegulyKZG16,
author = {Istv{\'{a}}n Z. Reguly and
Abdoul{-}Kader Keita and
Rafik Zurob and
Michael B. Giles},
editor = {Michela Taufer and
Bernd Mohr and
Julian M. Kunkel},
title = {High Performance Computing on the {IBM} Power8 Platform},
booktitle = {High Performance Computing - {ISC} High Performance 2016 International
Workshops, ExaComm, E-MuCoCoS, HPC-IODC, IXPUG, IWOPH, P{\^{}}3MA,
VHPC, WOPSSS, Frankfurt, Germany, June 19-23, 2016, Revised Selected
Papers},
series = {Lecture Notes in Computer Science},
volume = {9945},
pages = {235--254},
year = {2016},
url = {https://doi.org/10.1007/978-3-319-46079-6\_17},
doi = {10.1007/978-3-319-46079-6\_17},
timestamp = {Wed, 25 Sep 2019 18:17:53 +0200},
biburl = {https://dblp.org/rec/conf/supercomputer/RegulyKZG16.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/actanum/Giles15,
author = {Michael B. Giles},
title = {Multilevel Monte Carlo methods},
journal = {Acta Numer.},
volume = {24},
pages = {259--328},
year = {2015},
url = {https://doi.org/10.1017/S096249291500001X},
doi = {10.1017/S096249291500001X},
timestamp = {Fri, 27 Dec 2019 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/actanum/Giles15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/ijpp/RegulyG15,
author = {I. Z. Reguly and
Michael B. Giles},
title = {Finite Element Algorithms and Data Structures on Graphical Processing
Units},
journal = {Int. J. Parallel Program.},
volume = {43},
number = {2},
pages = {203--239},
year = {2015},
url = {https://doi.org/10.1007/s10766-013-0301-6},
doi = {10.1007/S10766-013-0301-6},
timestamp = {Wed, 01 Apr 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/ijpp/RegulyG15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jcphy/Vidal-CodinaNGP15,
author = {Ferran Vidal{-}Codina and
Ngoc Cuong Nguyen and
Michael B. Giles and
Jaime Peraire},
title = {A model and variance reduction method for computing statistical outputs
of stochastic elliptic partial differential equations},
journal = {J. Comput. Phys.},
volume = {297},
pages = {700--720},
year = {2015},
url = {https://doi.org/10.1016/j.jcp.2015.05.041},
doi = {10.1016/J.JCP.2015.05.041},
timestamp = {Tue, 07 May 2024 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/jcphy/Vidal-CodinaNGP15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/juq/GilesN015,
author = {Michael B. Giles and
Tigran Nagapetyan and
Klaus Ritter},
title = {Multilevel Monte Carlo Approximation of Distribution Functions and
Densities},
journal = {{SIAM/ASA} J. Uncertain. Quantification},
volume = {3},
number = {1},
pages = {267--295},
year = {2015},
url = {https://doi.org/10.1137/140960086},
doi = {10.1137/140960086},
timestamp = {Wed, 25 Sep 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/juq/GilesN015.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cascon/RegulyKG15,
author = {Istv{\'{a}}n Z. Reguly and
Abdoul{-}Kader Keita and
Michael B. Giles},
editor = {Jordan Gould and
Marin Litoiu and
Hanan Lutfiyya},
title = {Benchmarking the {IBM} Power8 processor},
booktitle = {Proceedings of 25th Annual International Conference on Computer Science
and Software Engineering, {CASCON} 2015, Markham, Ontario, Canada,
2-4 November, 2015},
pages = {61--69},
publisher = {{IBM} / {ACM}},
year = {2015},
url = {http://dl.acm.org/citation.cfm?id=2886455},
timestamp = {Wed, 27 Jan 2016 20:24:12 +0100},
biburl = {https://dblp.org/rec/conf/cascon/RegulyKG15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cluster/RegulyMG15,
author = {Istv{\'{a}}n Zoltan Reguly and
Gihan R. Mudalige and
Michael B. Giles},
title = {Design and Development of Domain Specific Active Libraries with Proxy
Applications},
booktitle = {2015 {IEEE} International Conference on Cluster Computing, {CLUSTER}
2015, Chicago, IL, USA, September 8-11, 2015},
pages = {738--745},
publisher = {{IEEE} Computer Society},
year = {2015},
url = {https://doi.org/10.1109/CLUSTER.2015.128},
doi = {10.1109/CLUSTER.2015.128},
timestamp = {Thu, 23 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cluster/RegulyMG15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/iscas/LaszloNGRAS15,
author = {Endre L{\'{a}}szl{\'{o}} and
Zolt{\'{a}}n Nagy and
Michael B. Giles and
Istv{\'{a}}n Z. Reguly and
Jeremy Appleyard and
P{\'{e}}ter Szolgay},
title = {Analysis of parallel processor architectures for the solution of the
Black-Scholes {PDE}},
booktitle = {2015 {IEEE} International Symposium on Circuits and Systems, {ISCAS}
2015, Lisbon, Portugal, May 24-27, 2015},
pages = {1977--1980},
publisher = {{IEEE}},
year = {2015},
url = {https://doi.org/10.1109/ISCAS.2015.7169062},
doi = {10.1109/ISCAS.2015.7169062},
timestamp = {Wed, 16 Oct 2019 14:14:49 +0200},
biburl = {https://dblp.org/rec/conf/iscas/LaszloNGRAS15.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/mcqmc/GilesLW14,
author = {Michael B. Giles and
Christopher Lester and
James Whittle},
editor = {Ronald Cools and
Dirk Nuyens},
title = {Non-nested Adaptive Timesteps in Multilevel Monte Carlo Computations},
booktitle = {Monte Carlo and Quasi-Monte Carlo Methods, {MCQMC} 2014, Leuven, Belgium,
April 2014},
series = {Springer Proceedings in Mathematics and Statistics},
volume = {163},
pages = {303--314},
publisher = {Springer},
year = {2014},
url = {https://doi.org/10.1007/978-3-319-33507-0\_14},
doi = {10.1007/978-3-319-33507-0\_14},
timestamp = {Mon, 03 Jan 2022 22:19:41 +0100},
biburl = {https://dblp.org/rec/conf/mcqmc/GilesLW14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/ppopp/RegulyLMG14,
author = {I. Z. Reguly and
Endre L{\'{a}}szl{\'{o}} and
Gihan R. Mudalige and
Mike B. Giles},
editor = {Pavan Balaji and
Minyi Guo and
Zhiyi Huang},
title = {Vectorizing Unstructured Mesh Computations for Many-core Architectures},
booktitle = {Proceedings of the 2014 {PPOPP} International Workshop on Programming
Models and Applications for Multicores and Manycores, {PMAM} 2014,
Orlando, Florida, USA, February 15, 2014},
pages = {39},
publisher = {{ACM}},
year = {2014},
url = {https://doi.org/10.1145/2578948.2560686},
doi = {10.1145/2578948.2560686},
timestamp = {Sun, 12 Jun 2022 19:46:08 +0200},
biburl = {https://dblp.org/rec/conf/ppopp/RegulyLMG14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/sc/GilesLRAD14,
author = {Mike B. Giles and
Endre L{\'{a}}szl{\'{o}} and
Istv{\'{a}}n Z. Reguly and
Jeremy Appleyard and
Julien Demouth},
editor = {David Daly and
Matthew Dixon and
Jos{\'{e}} E. Moreira},
title = {{GPU} implementation of finite difference solvers},
booktitle = {Proceedings of the 7th Workshop on High Performance Computational
Finance, {WHPCF} '14, New Orleans, Louisiana, USA, November 16-21,
2014},
pages = {1--8},
publisher = {{IEEE}},
year = {2014},
url = {https://doi.org/10.1109/WHPCF.2014.10},
doi = {10.1109/WHPCF.2014.10},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/sc/GilesLRAD14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/sc/RegulyMGCM14,
author = {Istv{\'{a}}n Z. Reguly and
Gihan R. Mudalige and
Michael B. Giles and
Dan Curran and
Simon McIntosh{-}Smith},
title = {The {OPS} domain specific abstraction for multi-block structured grid
computations},
booktitle = {Proceedings of the Fourth International Workshop on Domain-Specific
Languages and High-Level Frameworks for High Performance Computing,
{WOLFHPC} '14, New Orleans, Louisiana, USA, November 16-21, 2014},
pages = {58--67},
publisher = {{IEEE} Computer Society},
year = {2014},
url = {https://doi.org/10.1109/WOLFHPC.2014.7},
doi = {10.1109/WOLFHPC.2014.7},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/sc/RegulyMGCM14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/sc/MudaligeRGMGH14,
author = {Gihan R. Mudalige and
I. Z. Reguly and
Michael B. Giles and
A. C. Mallinson and
W. P. Gaudin and
J. A. Herdman},
editor = {Stephen A. Jarvis and
Steven A. Wright and
Simon D. Hammond},
title = {Performance Analysis of a High-Level Abstractions-Based Hydrocode
on Future Computing Systems},
booktitle = {High Performance Computing Systems. Performance Modeling, Benchmarking,
and Simulation - 5th International Workshop, {PMBS} 2014, New Orleans,
LA, USA, November 16, 2014. Revised Selected Papers},
series = {Lecture Notes in Computer Science},
volume = {8966},
pages = {85--104},
publisher = {Springer},
year = {2014},
url = {https://doi.org/10.1007/978-3-319-17248-4\_5},
doi = {10.1007/978-3-319-17248-4\_5},
timestamp = {Thu, 14 Oct 2021 10:09:20 +0200},
biburl = {https://dblp.org/rec/conf/sc/MudaligeRGMGH14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/corr/RegulyMBGBKR14,
author = {Istv{\'{a}}n Z. Reguly and
Gihan R. Mudalige and
Carlo Bertolli and
Michael B. Giles and
Adam Betts and
Paul H. J. Kelly and
David Radford},
title = {Acceleration of a Full-scale Industrial {CFD} Application with {OP2}},
journal = {CoRR},
volume = {abs/1403.7209},
year = {2014},
url = {http://arxiv.org/abs/1403.7209},
eprinttype = {arXiv},
eprint = {1403.7209},
timestamp = {Mon, 13 Aug 2018 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/corr/RegulyMBGBKR14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/dagstuhl-reports/GaugerGGN14,
author = {Nicolas R. Gauger and
Michael B. Giles and
Max D. Gunzburger and
Uwe Naumann},
title = {Adjoint Methods in Computational Science, Engineering, and Finance
(Dagstuhl Seminar 14371)},
journal = {Dagstuhl Reports},
volume = {4},
number = {9},
pages = {1--29},
year = {2014},
url = {https://doi.org/10.4230/DagRep.4.9.1},
doi = {10.4230/DAGREP.4.9.1},
timestamp = {Thu, 24 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/dagstuhl-reports/GaugerGGN14.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jpdc/GilesMSBR13,
author = {Mike B. Giles and
Gihan R. Mudalige and
B. Spencer and
Carlo Bertolli and
I. Z. Reguly},
title = {Designing {OP2} for {GPU} architectures},
journal = {J. Parallel Distributed Comput.},
volume = {73},
number = {11},
pages = {1451--1460},
year = {2013},
url = {https://doi.org/10.1016/j.jpdc.2012.07.008},
doi = {10.1016/J.JPDC.2012.07.008},
timestamp = {Sat, 22 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/jpdc/GilesMSBR13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/nm/TeckentrupSGU13,
author = {Aretha L. Teckentrup and
Robert Scheichl and
Michael B. Giles and
Elisabeth Ullmann},
title = {Further analysis of multilevel Monte Carlo methods for elliptic PDEs
with random coefficients},
journal = {Numerische Mathematik},
volume = {125},
number = {3},
pages = {569--600},
year = {2013},
url = {https://doi.org/10.1007/s00211-013-0546-4},
doi = {10.1007/S00211-013-0546-4},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/nm/TeckentrupSGU13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/pc/MudaligeGTRBKT13,
author = {Gihan R. Mudalige and
Mike B. Giles and
Jeyarajan Thiyagalingam and
I. Z. Reguly and
Carlo Bertolli and
Paul H. J. Kelly and
Anne E. Trefethen},
title = {Design and initial performance of a high-level unstructured mesh framework
on heterogeneous parallel systems},
journal = {Parallel Comput.},
volume = {39},
number = {11},
pages = {669--692},
year = {2013},
url = {https://doi.org/10.1016/j.parco.2013.09.004},
doi = {10.1016/J.PARCO.2013.09.004},
timestamp = {Sat, 22 Feb 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/pc/MudaligeGTRBKT13.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cj/GilesMSMK12,
author = {Mike B. Giles and
Gihan R. Mudalige and
Z. Sharif and
Graham R. Markall and
Paul H. J. Kelly},
title = {Performance Analysis and Optimization of the {OP2} Framework on Many-Core
Architectures},
journal = {Comput. J.},
volume = {55},
number = {2},
pages = {168--180},
year = {2012},
url = {https://doi.org/10.1093/comjnl/bxr062},
doi = {10.1093/COMJNL/BXR062},
timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/cj/GilesMSMK12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/siamfm/GilesR12,
author = {Michael B. Giles and
Christoph Reisinger},
title = {Stochastic Finite Differences and Multilevel Monte Carlo for a Class
of SPDEs in Finance},
journal = {{SIAM} J. Financial Math.},
volume = {3},
number = {1},
pages = {572--592},
year = {2012},
url = {https://doi.org/10.1137/110841916},
doi = {10.1137/110841916},
timestamp = {Sat, 09 Apr 2022 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/siamfm/GilesR12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/sigmetrics/MudaligeGBK12,
author = {Gihan R. Mudalige and
Mike B. Giles and
Carlo Bertolli and
Paul H. J. Kelly},
title = {Predictive modeling and analysis of {OP2} on distributed memory {GPU}
clusters},
journal = {{SIGMETRICS} Perform. Evaluation Rev.},
volume = {40},
number = {2},
pages = {61--67},
year = {2012},
url = {https://doi.org/10.1145/2381056.2381072},
doi = {10.1145/2381056.2381072},
timestamp = {Sat, 25 Apr 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/sigmetrics/MudaligeGBK12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/tpds/KlingbeilEGM12,
author = {Guido Klingbeil and
Radek Erban and
Mike B. Giles and
Philip K. Maini},
title = {Fat versus Thin Threading Approach on GPUs: Application to Stochastic
Simulation of Chemical Reactions},
journal = {{IEEE} Trans. Parallel Distributed Syst.},
volume = {23},
number = {2},
pages = {280--287},
year = {2012},
url = {https://doi.org/10.1109/TPDS.2011.157},
doi = {10.1109/TPDS.2011.157},
timestamp = {Fri, 02 Oct 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/tpds/KlingbeilEGM12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cf/BertolliBKMG12,
author = {Carlo Bertolli and
Adam Betts and
Paul H. J. Kelly and
Gihan R. Mudalige and
Mike B. Giles},
editor = {John Feo and
Paolo Faraboschi and
Oreste Villa},
title = {Mesh independent loop fusion for unstructured mesh applications},
booktitle = {Proceedings of the Computing Frontiers Conference, CF'12, Caligari,
Italy - May 15 - 17, 2012},
pages = {43--52},
publisher = {{ACM}},
year = {2012},
url = {https://doi.org/10.1145/2212908.2212917},
doi = {10.1145/2212908.2212917},
timestamp = {Tue, 06 Nov 2018 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/cf/BertolliBKMG12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/lcpc/BertolliBLMRHGK12,
author = {Carlo Bertolli and
Adam Betts and
Nicolas Loriant and
Gihan R. Mudalige and
David Radford and
David A. Ham and
Mike B. Giles and
Paul H. J. Kelly},
editor = {Hironori Kasahara and
Keiji Kimura},
title = {Compiler Optimizations for Industrial Unstructured Mesh {CFD} Applications
on GPUs},
booktitle = {Languages and Compilers for Parallel Computing, 25th International
Workshop, {LCPC} 2012, Tokyo, Japan, September 11-13, 2012, Revised
Selected Papers},
series = {Lecture Notes in Computer Science},
volume = {7760},
pages = {112--126},
publisher = {Springer},
year = {2012},
url = {https://doi.org/10.1007/978-3-642-37658-0\_8},
doi = {10.1007/978-3-642-37658-0\_8},
timestamp = {Tue, 14 May 2019 10:00:47 +0200},
biburl = {https://dblp.org/rec/conf/lcpc/BertolliBLMRHGK12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/sc/GilesMBKLR12,
author = {Mike B. Giles and
Gihan R. Mudalige and
Carlo Bertolli and
Paul H. J. Kelly and
Endre L{\'{a}}szl{\'{o}} and
I. Z. Reguly},
title = {An Analytical Study of Loop Tiling for a Large-Scale Unstructured
Mesh Application},
booktitle = {2012 {SC} Companion: High Performance Computing, Networking Storage
and Analysis, Salt Lake City, UT, USA, November 10-16, 2012},
pages = {477--482},
publisher = {{IEEE} Computer Society},
year = {2012},
url = {https://doi.org/10.1109/SC.Companion.2012.68},
doi = {10.1109/SC.COMPANION.2012.68},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/sc/GilesMBKLR12.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/bioinformatics/KlingbeilEGM11,
author = {Guido Klingbeil and
Radek Erban and
Mike B. Giles and
Philip K. Maini},
title = {{STOCHSIMGPU:} parallel stochastic simulation for the Systems Biology
Toolbox 2 for {MATLAB}},
journal = {Bioinform.},
volume = {27},
number = {8},
pages = {1170--1171},
year = {2011},
url = {https://doi.org/10.1093/bioinformatics/btr068},
doi = {10.1093/BIOINFORMATICS/BTR068},
timestamp = {Mon, 02 Mar 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/bioinformatics/KlingbeilEGM11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/comvis/CliffeGST11,
author = {K. Andrew Cliffe and
Mike B. Giles and
Robert Scheichl and
Aretha L. Teckentrup},
title = {Multilevel Monte Carlo methods and applications to elliptic PDEs with
random coefficients},
journal = {Comput. Vis. Sci.},
volume = {14},
number = {1},
pages = {3--15},
year = {2011},
url = {https://doi.org/10.1007/s00791-011-0160-x},
doi = {10.1007/S00791-011-0160-X},
timestamp = {Mon, 16 Oct 2023 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/comvis/CliffeGST11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/sigmetrics/GilesMSMK11,
author = {Mike B. Giles and
Gihan R. Mudalige and
Z. Sharif and
Graham R. Markall and
Paul H. J. Kelly},
title = {Performance analysis of the {OP2} framework on many-core architectures},
journal = {{SIGMETRICS} Perform. Evaluation Rev.},
volume = {38},
number = {4},
pages = {9--15},
year = {2011},
url = {https://doi.org/10.1145/1964218.1964221},
doi = {10.1145/1964218.1964221},
timestamp = {Sat, 25 Apr 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/sigmetrics/GilesMSMK11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/europar/BertolliBMGK11,
author = {Carlo Bertolli and
Adam Betts and
Gihan R. Mudalige and
Mike B. Giles and
Paul H. J. Kelly},
editor = {Michael Alexander and
Pasqua D'Ambra and
Adam Belloum and
George Bosilca and
Mario Cannataro and
Marco Danelutto and
Beniamino Di Martino and
Michael Gerndt and
Emmanuel Jeannot and
Raymond Namyst and
Jean Roman and
Stephen L. Scott and
Jesper Larsson Tr{\"{a}}ff and
Geoffroy Vall{\'{e}}e and
Josef Weidendorfer},
title = {Design and Performance of the {OP2} Library for Unstructured Mesh
Applications},
booktitle = {Euro-Par 2011: Parallel Processing Workshops - CCPI, CGWS, HeteroPar,
HiBB, HPCVirt, HPPC, HPSS, MDGS, ProPer, Resilience, UCHPC, VHPC,
Bordeaux, France, August 29 - September 2, 2011, Revised Selected
Papers, Part {I}},
series = {Lecture Notes in Computer Science},
volume = {7155},
pages = {191--200},
publisher = {Springer},
year = {2011},
url = {https://doi.org/10.1007/978-3-642-29737-3\_22},
doi = {10.1007/978-3-642-29737-3\_22},
timestamp = {Wed, 19 Feb 2020 14:52:57 +0100},
biburl = {https://dblp.org/rec/conf/europar/BertolliBMGK11.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/siamnum/GilesU10,
author = {Mike B. Giles and
Stefan Ulbrich},
title = {Convergence of Linearized and Adjoint Approximations for Discontinuous
Solutions of Conservation Laws. Part 1: Linearized Approximations
and Linearized Output Functionals},
journal = {{SIAM} J. Numer. Anal.},
volume = {48},
number = {3},
pages = {882--904},
year = {2010},
url = {https://doi.org/10.1137/080727464},
doi = {10.1137/080727464},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/siamnum/GilesU10.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/siamnum/GilesU10a,
author = {Mike B. Giles and
Stefan Ulbrich},
title = {Convergence of Linearized and Adjoint Approximations for Discontinuous
Solutions of Conservation Laws. Part 2: Adjoint Approximations and
Extensions},
journal = {{SIAM} J. Numer. Anal.},
volume = {48},
number = {3},
pages = {905--921},
year = {2010},
url = {https://doi.org/10.1137/09078078X},
doi = {10.1137/09078078X},
timestamp = {Mon, 26 Oct 2020 00:00:00 +0100},
biburl = {https://dblp.org/rec/journals/siamnum/GilesU10a.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/fs/GilesHM09,
author = {Michael B. Giles and
Desmond J. Higham and
Xuerong Mao},
title = {Analysing multi-level Monte Carlo for options with non-globally Lipschitz
payoff},
journal = {Finance Stochastics},
volume = {13},
number = {3},
pages = {403--413},
year = {2009},
url = {https://doi.org/10.1007/s00780-009-0092-1},
doi = {10.1007/S00780-009-0092-1},
timestamp = {Wed, 22 Jul 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/fs/GilesHM09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/wsc/Giles09,
author = {Michael B. Giles},
editor = {Ann Dunkin and
Ricki G. Ingalls and
Enver Y{\"{u}}cesan and
Manuel D. Rossetti and
Ray Hill and
Bj{\"{o}}rn Johansson},
title = {Multilevel Monte Carlo for Basket Options},
booktitle = {Proceedings of the 2009 Winter Simulation Conference, {WSC} 2009,
Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009},
pages = {1283--1290},
publisher = {{IEEE}},
year = {2009},
url = {https://doi.org/10.1109/WSC.2009.5429692},
doi = {10.1109/WSC.2009.5429692},
timestamp = {Thu, 10 Jun 2021 22:18:58 +0200},
biburl = {https://dblp.org/rec/conf/wsc/Giles09.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/ior/Giles08,
author = {Michael B. Giles},
title = {Multilevel Monte Carlo Path Simulation},
journal = {Oper. Res.},
volume = {56},
number = {3},
pages = {607--617},
year = {2008},
url = {https://doi.org/10.1287/opre.1070.0496},
doi = {10.1287/OPRE.1070.0496},
timestamp = {Tue, 31 Mar 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/ior/Giles08.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/euroweb/BrodlieWDGGGHWRCIK02,
author = {Ken W. Brodlie and
Jason D. Wood and
David A. Duce and
Julian R. Gallop and
David Gavaghan and
Michael B. Giles and
S. Hague and
Jeremy Walton and
M. Rudgyard and
Brian Collins and
J. Ibbotson and
Alan Knox},
editor = {Brian Matthews and
F. Robert A. Hopgood and
Michael D. Wilson},
title = {{XML} for Visualization},
booktitle = {The Web and the Grid: from e-science to e-business. EuroWeb 2002 Conference,
St Anne's College, Oxford, {UK.} 17-18 December 2002},
series = {Workshops in Computing},
publisher = {{BCS}},
year = {2002},
url = {http://ewic.bcs.org/content/ConWebDoc/4082},
timestamp = {Thu, 24 Oct 2019 01:00:00 +0200},
biburl = {https://dblp.org/rec/conf/euroweb/BrodlieWDGGGHWRCIK02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/hpdc/CoxBCDEFJGGPKSSTWX02,
author = {Simon J. Cox and
Richard P. Boardman and
Liming Chen and
Mihai C. Duta and
Murat Hakki Eres and
Matt J. Fairman and
Zhuoan Jiao and
Michael B. Giles and
Carole A. Goble and
Graeme E. Pound and
Andy J. Keane and
Mark Scott and
Nigel Shadbolt and
Barry Tao and
Jasmin L. Wason and
Gang Xue},
title = {Grid Services in Action: Grid Enabled Optimisation and Design Search},
booktitle = {11th {IEEE} International Symposium on High Performance Distributed
Computing {(HPDC-11} 2002), 23-26 July 2002, Edinburgh, Scotland,
{UK}},
pages = {413},
publisher = {{IEEE} Computer Society},
year = {2002},
url = {https://doi.org/10.1109/HPDC.2002.1029943},
doi = {10.1109/HPDC.2002.1029943},
timestamp = {Fri, 24 Mar 2023 00:00:00 +0100},
biburl = {https://dblp.org/rec/conf/hpdc/CoxBCDEFJGGPKSSTWX02.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/siamrev/PierceG00,
author = {Niles A. Pierce and
Michael B. Giles},
title = {Adjoint Recovery of Superconvergent Functionals from {PDE} Approximations},
journal = {{SIAM} Rev.},
volume = {42},
number = {2},
pages = {247--264},
year = {2000},
url = {https://doi.org/10.1137/S0036144598349423},
doi = {10.1137/S0036144598349423},
timestamp = {Tue, 29 Sep 2020 01:00:00 +0200},
biburl = {https://dblp.org/rec/journals/siamrev/PierceG00.bib},
bibsource = {dblp computer science bibliography, https://dblp.org}
}
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