Efficient Solvers for a Linear Stochastic Galerkin Mixed Formulation of Diffusion Problems with Random Data. - Oliver G. Ernst; Catherine Elizabeth Powell; David J. Silvester; Elisabeth Ullmann (SIAM J. Sci. Comput., 2009)

Stochastic Galerkin Matrices. - Oliver G. Ernst; Elisabeth Ullmann (SIAM J. Matrix Anal. Appl., 2010)

Preconditioning Stochastic Galerkin Saddle Point Systems. - Catherine Elizabeth Powell; Elisabeth Ullmann (SIAM J. Matrix Anal. Appl., 2010)

A Kronecker Product Preconditioner for Stochastic Galerkin Finite Element Discretizations. - Elisabeth Ullmann (SIAM J. Sci. Comput., 2010)

Efficient Iterative Solvers for Stochastic Galerkin Discretizations of Log-Transformed Random Diffusion Problems. - Elisabeth Ullmann; Howard C. Elman; Oliver G. Ernst (SIAM J. Sci. Comput., 2012)

Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients. - Aretha L. Teckentrup; Robert Scheichl; Michael B. Giles; Elisabeth Ullmann (Numerische Mathematik, 2013)

Erratum: Preconditioning Stochastic Galerkin Saddle Point Systems. - Catherine Elizabeth Powell; Elisabeth Ullmann (SIAM J. Matrix Anal. Appl., 2014)

Solving Log-Transformed Random Diffusion Problems by Stochastic Galerkin Mixed Finite Element Methods. - Elisabeth Ullmann; Catherine E. Powell (SIAM/ASA J. Uncertain. Quantification, 2015)

Multilevel Estimation of Rare Events. - Elisabeth Ullmann; Iason Papaioannou (SIAM/ASA J. Uncertain. Quantification, 2015)

Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients. - Ahmad Ahmad Ali; Elisabeth Ullmann; Michael Hinze (SIAM/ASA J. Uncertain. Quantification, 2017)

Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems. - Frances Y. Kuo; Robert Scheichl; Christoph Schwab; Ian H. Sloan; Elisabeth Ullmann (Math. Comput., 2017)

Fast sampling of parameterised Gaussian random fields. - Jonas Latz; Marvin Eisenberger; Elisabeth Ullmann (CoRR, 2018)

Multilevel Sequential2 Monte Carlo for Bayesian inverse problems. - Jonas Latz; Iason Papaioannou; Elisabeth Ullmann (J. Comput. Phys., 2018)

Bayesian Parameter Identification in Cahn-Hilliard Models for Biological Growth. - Christian Kahle; Kei Fong Lam; Jonas Latz; Elisabeth Ullmann (SIAM/ASA J. Uncertain. Quantification, 2019)

Analysis of Boundary Effects on PDE-Based Sampling of Whittle-Matérn Random Fields. - Ustim Khristenko; Laura Scarabosio; Piotr Swierczynski; Elisabeth Ullmann; Barbara I. Wohlmuth (SIAM/ASA J. Uncertain. Quantification, 2019)

Certified and fast computations with shallow covariance kernels. - Daniel Kressner; Jonas Latz; Stefano Massei; Elisabeth Ullmann (CoRR, 2020)

On Multilevel Best Linear Unbiased Estimators. - Daniel Schaden; Elisabeth Ullmann (SIAM/ASA J. Uncertain. Quantification, 2020)

Multilevel Adaptive Sparse Leja Approximations for Bayesian Inverse Problems. - Ionut-Gabriel Farcas; Jonas Latz; Elisabeth Ullmann; Tobias Neckel; Hans-Joachim Bungartz (SIAM J. Sci. Comput., 2020)

Multilevel Sequential Importance Sampling for Rare Event Estimation. - Fabian Wagner; Jonas Latz; Iason Papaioannou; Elisabeth Ullmann (SIAM J. Sci. Comput., 2020)

Asymptotic Analysis of Multilevel Best Linear Unbiased Estimators. - Daniel Schaden; Elisabeth Ullmann (SIAM/ASA J. Uncertain. Quantification, 2021)

Error Analysis for Probabilities of Rare Events with Approximate Models. - Fabian Wagner; Jonas Latz; Iason Papaioannou; Elisabeth Ullmann (SIAM J. Numer. Anal., 2021)

The Ensemble Kalman Filter for Rare Event Estimation. - Fabian Wagner; Iason Papaioannou; Elisabeth Ullmann (SIAM/ASA J. Uncertain. Quantification, 2022)

Uncertainty quantification analysis of bifurcations of the Allen-Cahn equation with random coefficients. - Christian Kuehn; Chiara Piazzola; Elisabeth Ullmann (CoRR, 2024)

Consensus-Based Rare Event Estimation. - Konstantin Althaus; Iason Papaioannou; Elisabeth Ullmann (SIAM J. Sci. Comput., 2024)