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Håkon Hoel

Postdoctoral Fellow

Research Interests

Different aspects of implementation and error estimation of stochastic models in the following areas: adaptive weak approximation of stochastic differential equations, numerical methods for the Schrödinger equation,  stochastic modeling and numerical algorithms for wireless channels.

Selected Publications

  • A numerical scheme using multi-shockpeakons to compute solutions of the Degasperis-Procesi equation; Hoel. Electron. J. Diff. Eqns., Vol. 2007(2007), No. 100, pp. 1-22.
  • Adaptive Multilevel Monte Carlo Simulation; Hoel, von Schwerin, Szepessy, and Tempone. Numerical Analysis of Multiscale Computations, Proceedings of a Winter Workshop at the Banff International Research Station 2009, Series: Lecture Notes in Computational Science and Engineering, Vol. 82.
  • Gaussian coarse graining of a master equation extension of Clarke's model; Hoel, and Nyberg. (submitted)
  • Implementation and Analysis of an Adaptive Multilevel Monte Carlo Algorithm; Hoel, von Schwerin, Szepessy, and Tempone. (submitted)
  • On non-asymptotic optimal stopping criteria in Monte Carlo simulations; Bayer, Hoel, von Schwerin, and Tempone. (in progress)
  • How accurate is molecular dynamics?; Bayer, Hoel, Kadir, Plechac, Sandberg, Szepessy, and Tempone. (in progress, arXiv)

Education Profile

  • 2007 – 2012: PhD student in Numerical Analysis at the Royal Institute of Technology, KTH, Stockholm, Sweden.
  • 2006: Master in Computational Science at the University of Oslo, Norway.
  • 2004: Bachelor in Computational Science at the University of Oslo, Norway.

Professional Profile

Postdoctoral Fellows

Affiliations