Erik von Schwerin

Previous Member

Research Scientist

Social Profile:

Research Interests

  • Deterministic and stochastic differential equations
  • Computations with uncertainty
  • Error control and adaptivity
  • Systematic coarse graining
  • Hybrid modelling
  • Multiscale methods.

Selected Publications

  • 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.
  • H. Hoel, E. von Schwerin, A. Szepessy, and R. Tempone, Adaptive Multi Level Monte Carlo Simulation, In Numerical Analysis of Multiscale Computations, volume 82 of Lect. Notes Comput. Sci. Eng., Springer--Verlag, Berlin, 2011.
  • E. von Schwerin and A. Szepessy, A Stochastic Phase-Field Model Determined from Molecular Dynamics, ESAIM: M2AN 44, 627—646, 2010.
  • K.-S. Moon, E. von Schwerin, A. Szepessy, and R. Tempone, Convergence Rates for an Adaptive Dual Weighted Residual Finite Element Algorithm, BIT Numerical Mathematics 46, 367—407, 2006.
  • A. Dzougoutov, K.-S. Moon, E. von Schwerin, A. Szepessy, and R. Tempone, Adaptive Monte Carlo Algorithms for Stopped Diffusion, In Multiscale Methods in Science and Engineering, volume 44 of Lect. Notes Comput. Sci. Eng., Springer--Verlag, Berlin, 2005.
  • K.-S. Moon, E. von Schwerin, A. Szepessy, and R. Tempone, An Adaptive Algorithm for Ordinary, Stochastic and Partial Differential Equations, In Recent Advances in Adaptive Computation, volume 383 of Contemporary Mathematics, American Mathematical Society, Providence, 2005.

Education

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

Professional Profile

Research Scientist

KAUST Affiliations