| Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients A Barth, C Schwab, N Zollinger Numerische Mathematik 119, 123-161, 2011 | 425 | 2011 |
| Multilevel Monte Carlo method for parabolic stochastic partial differential equations A Barth, A Lang, C Schwab BIT Numerical Mathematics 53, 3-27, 2013 | 94 | 2013 |
| Multilevel Monte Carlo method for parabolic stochastic partial differential equations A Barth, A Lang, C Schwab BIT Numerical Mathematics 53, 3-27, 2013 | 94 | 2013 |
| Simulation of stochastic partial differential equations using finite element methods A Barth, A Lang Stochastics An International Journal of Probability and Stochastic Processes …, 2012 | 67 | 2012 |
| Multilevel Monte Carlo method with applications to stochastic partial differential equations A Barth, A Lang International Journal of Computer Mathematics 89 (18), 2479-2498, 2012 | 58 | 2012 |
| Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises A Barth, A Lang Applied Mathematics & Optimization 66, 387-413, 2012 | 52 | 2012 |
| Multilevel Monte Carlo methods for stochastic elliptic multiscale PDEs A Abdulle, A Barth, C Schwab Multiscale Modeling & Simulation 11 (4), 1033-1070, 2013 | 48 | 2013 |
| A finite element method for martingale-driven stochastic partial differential equations A Barth Communications on Stochastic Analysis 4 (3), 4, 2010 | 43 | 2010 |
| Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario M Köppel, F Franzelin, I Kröker, S Oladyshkin, G Santin, D Wittwar, ... Computational Geosciences 23, 339-354, 2019 | 33 | 2019 |
| Lp and almost sure convergence of a Milstein scheme for stochastic partial differential equations A Barth, A Lang Stochastic Processes and their Applications 123 (5), 1563-1587, 2013 | 30 | 2013 |
| The forward dynamics in energy markets–infinite-dimensional modelling and simulation A Barth, FE Benth Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 26 | 2014 |
| Detecting stochastic inclusions in electrical impedance tomography A Barth, B Harrach, N Hyvönen, L Mustonen Inverse Problems 33 (11), 115012, 2017 | 24 | 2017 |
| A study of elliptic partial differential equations with jump diffusion coefficients A Barth, A Stein SIAM/ASA Journal on Uncertainty Quantification 6 (4), 1707-1743, 2018 | 19 | 2018 |
| Hedging of spatial temperature risk with market-traded futures A Barth, FE Benth, J Potthoff Applied Mathematical Finance 18 (2), 93-117, 2011 | 19 | 2011 |
| Computational uncertainty quantification for a clarifier-thickener model with several random perturbations: A hybrid stochastic Galerkin approach A Barth, R Bürger, I Kroeker, C Rohde Computers & Chemical Engineering 89, 11-26, 2016 | 18 | 2016 |
| Stochastic partial differential equations: approximations and applications A Barth | 17 | 2009 |
| Approximation and simulation of infinite-dimensional Lévy processes A Barth, A Stein Stochastic and Partial Differential Equations, 2017 | 15 | 2017 |
| A non-stationary model of dividend distribution in a stochastic interest-rate setting A Barth, S Moreno–Bromberg, O Reichmann Computational Economics 47, 447-472, 2016 | 15 | 2016 |
| Weak convergence of Galerkin approximations of stochastic partial differential equations driven by additive Lévy noise A Barth, T Stüwe Mathematics and Computers in Simulation 143, 215-225, 2018 | 11 | 2018 |
| Data-driven time parallelism via forecasting K Carlberg, L Brencher, B Haasdonk, A Barth SIAM Journal on Scientific Computing 41 (3), B466-B496, 2019 | 10 | 2019 |
