Publications

Search Bibliography
Filter by: Year
select
Author
select
Title Keyword
select
Total result(s) found: 38
  • Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone, A Fast Simulation Method for the Sum of Subexponential Distributions, submitted to arXiv:1406.4689v4, Jun. 2014
Keywords:
A Fast Simulation Method for the Sum of Subexponential Distributions
  • Kody J.H. Law, Hamidou Tembine, Raul Tempone, Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering, submitted to arXiv:1409.0628v2, Nov. 2014
Keywords:
Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering
  • K.J.H. Law, D. Sanz-Alonso, A. Shukla, A.M. StuartControlling Unpredictability with Observations in the Partially Observed Lorenz '96 Modelsubmited to arXiv:1411.3113v1, Nov. 2014.
Keywords:
Controlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model
  • Tiangang CuiKody J.H. LawYoussef M. Marzouk, Dimension-independent likelihood-informed MCMCsubmited to  arXiv:1411​.3688v1, Nov. 2014
Keywords:
Dimension-independent likelihood-informed MCMC
  • Nathan Quadrio, "Multilevel Monte Carlo method for PDEs with fluid dynamic applications", Master Thesis, KAUST, October 2014.
Keywords:
Uncertainty Quantification, Monte Carlo Sampling, Variance Reduction, Multi- level Monte Carlo
  • Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, and Raul Tempone, "Additional Results on the Hazard Rate Twisting-Based Simulation Approach", submitted to IEEE, 2014
Keywords:
Crude Monte Carlo, rare events, Importance Sampling, hazard rate twisting, asymptotically optimal, twisting parameter.
  • Matteo Icardi, Gianluca Boccardo, Daniele L. Marchisio, Tiziana Tosco, and Rajandrea Sethi, Pore-scale simulation of fluid flow and solute dispersion in three-dimensional porous media. Phys. Rev. E., 90 , 2014
Keywords:
Pore-scale simulation of fluid flow and solute dispersion in three-dimensional porous media
Refereed Journals
  • Hakon Hoel, Juho Happola, and Raul Tempone, Construction of a mean square error adaptive Euler–Maruyama method with applications in multilevel Monte Carlo. 2014​​​
Keywords:
Adaptive time stepping, stochastic differential equations, multilevel Monte Carlo.
  • Bilal Saad and Mazen Saad, "A combined finite volume–nonconforming finite element scheme for compressible two phase flow in porous media", Numerische Mathematik, Springer-Verlag Berlin Heidelberg 2014
Keywords:
Two-phase flow in porous medium, finite volume methods, finite element methods, convergence study
Refereed Journals
  • Annunziato, M. , Borzì, A. , Nobile, F. and Tempone, R., On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks. Applied Mathematics, Vol.5 No.16, September 2014. DOI: 10.4236/am.2014.516239
Keywords:
Hamilton-Jacobi-Bellman Equation, Fokker-Planck Equation, Optimal Control Theory, Stochastic Differential Equations, Hybrid Systems
Refereed Journals
  • L. Selvakumaran, Q. Long, S. Prudhomme, G. Lubineau, On the detectability of transverse cracks in laminated composites using electrical potential change measurements, Composite Structures, 121, 237-246 (2014).​
Keywords:
Transverse cracking, Sensitivity, Impedance tomography, Analytical model, Laminated composites
Refereed Journals
  • Hakon Hoel and Henrik Nyberg, "An Extension of Clarke’s Model With Stochastic Amplitude Flip Processes", IEEE Transactions on Communications, 2014.
Keywords:
Multipath channels, Gaussian processes, Ray tracing.
Refereed Journals
  • Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko and Hermanz G. Matthies, "Computation of the Response Surface in the Tensor Train data format", Submitted on 11 Jun 2014, under revision.​
Keywords:
Computation of the Response Surface in the Tensor Train data format
  • Viet Ha Hoang, K. J. H. Law, and A. M. Stuart, "Determining white noise forcing from Eulerian observations in the Navier-Stokes equation", Stochastic Partial Differential Equations: Analysis and Computations, June 2014, Volume 2, Issue 2, pp 233-261​​
Keywords:
Bayesian inversion, Navier-Stokes equation, White noise forcing
Refereed Journals
  • K. J. H. Law, T. W. Neely, P. G. Kevrekidis, B. P. Anderson, A. S. Bradley, and R. Carretero-González, Dynamic and energetic stabilization of persistent currents in Bose-Einstein condensates. Phys. Rev. A 89, 053606 – Published 9 May 2014
Keywords:
Bose-Einstein condensate (BEC), vortices, bifurcation and stability analysis
Refereed Journals
  • Gianluca Boccardo, Luigi Del Plato, Daniele Marchisio, Frederic Augier, Yacine Haroun, Daniel Ferre, Matteo Icardi. Pore-scale simulation of fluid flow in packed-bed reactors via rigid-body simulations and CFD. 10th International Conference on CFD in Oil & Gas, Metallurgical and Process Industries SINTEF, Trondheim, NORWAY, 17-19th June 2014​
Keywords:
Porous media, fixed bed catalytic reactor, Blender, Fluent, CFD, fluid dynamics, Ergun law.
Conference Proceedings
  • Matteo Icardi, Gianni Ronco, Daniele L. Marchisio, Mathieu Labois, Efficient simulation of gas-liquid pipe flows with the generalized population balance equation coupled with the algebraic slip model, Applied Mathematical Modelling, vol. 38, pp. 4277–4290, September 2014.​
Keywords:
Population balance equation; Gas-Liquid flow; Algebraic Slip Model; Direct Quadrature Method of Moments
Refereed Journals
  • H. Tembine, Nonasymptotic mean-field games,  IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics, accepted and to appear  2014.
Keywords:
Nonasymptotic Mean-Field Games, mean-field approximation in finite regime
Refereed Journals
  • Dario Bauso, Ben Mansour Dia, Boualem Djehiche, Hamidou Tembine, Raul Tempone, Mean Field Games for Marriage,  PLOS ONE 9(5): e94933, 2014.
Keywords:
Society Influence, Marriage, Mean-Field
Refereed Journals
  • J. Kiessling and R. TemponeComputable error estimates of a finite difference scheme for option pricing in exponential Levy models. BIT Numerical Mathematics, December 2014, Volume 54, Issue 4, pp 1023-1065​​
Keywords:
Levy process, infinite activity, diffusion approximation, parabolic integro-differential equation, weak approximation, error expansion, a posteriori error estimates, finite difference method, option pricing, jump-diffusion models
Refereed Journals
  • A. Moraes, F. Ruggeri, R. Tempone, and P. Vilanova. Multiscale modeling of wear degradation in cylinder liners. Multiscale Modeling & Simulation, 12(1):396-409, 2014.
Keywords:
Pure jump processes, Multiscale approximation, Indirect inference, Wear processes, Master Equation.
Refereed Journals
  • D. B. Kelly, K. J. H. Law, and A. M. Stuart, Well-Posedness And Accuracy Of The Ensemble Kalman Filter In Discrete And Continuous Time, Nonlinearity 27 2579, 2014.
Keywords:
Filtering, EnKF, chaotic dynamical systems, Navier-Stokes, Lorenz 96, Lorenz 63
Refereed Journals
  • Loïc Giraldi, Alexander Litvinenko, Dishi Liu, Hermann G. Matthies, Anthony Nouy, To be or not to be intrusive? The solution of parametric and stochastic equations - the "plain vanilla" Galerkin case. SIAM Journal on Scientific Computing (Vol. 36, Issue 6).
Keywords:
Uncertainty quantification, stochastic Galerkin approximation, parametric problems, stochastic equation, coupled system, non-intrusive computation
Refereed Journals
  • H. Tembine, Energy-constrained mean field games in wireless networks, Strategic Behavior and the Environment, 2014
Keywords:
mean field stochastic games, antijamming strategies, one-and-half player game
Refereed Journals
  • K. J. H. Law, A. Shukla, and A. M. Stuart. Analysis of the 3DVAR Filter for the Partially Observed Lorenz ’63 Model.  Discrete and Continuous Dynamical Systems A 34 1061-1078 (2014).
Keywords:
Mathematics - Dynamical Systems, Mathematics - Optimization and Control, Physics - Data Analysis, Statistics and Probability
Refereed Journals
  • A. Moraes, R. Tempone, and P. Vilanova. Hybrid chernoff tau-leap. Multiscale Modeling & Simulation, 12(2):581-615, 2014.
Keywords:
Tau-leap, error estimates, error control, exit probability, weak approximation, hybrid algorithms
Refereed Journals
  • Christian Bayer, Hakon Hoel, Erik Von Schwerin, and Raul Tempone, On non-asymptotic optimal stopping criteria in Monte Carlo Simulations, SIAM Journal on Scientific Computing, Volume 36, Issue 2, 2014
Keywords:
Monte Carlo methods, optimal stopping, sequential stopping rules, non-asymptotic
Refereed Journals
  • Galina Schwartz, Hamidou Tembine, Saurabh Amin, Shankar Sastry, Demand response scheme based on lottery-like rebates, 19th World Congress of the International Federation of Automatic Control (IFAC), Cape Town, South Africa, 24-29 August 2014 ​​
Keywords:
Demand response, lottery
Conference Proceedings
  • Hamidou Tembine,  Tutorial on Mean-field type games, 19th World Congress of the International Federation of Automatic Control (IFAC), Cape Town, South Africa, 24-29 August 2014​​
Keywords:
Mean Field Type Games
Conference Proceedings
  • Hamidou Tembine, Nonasymptotic Mean-Field Games, 19th World Congress of the International Federation of Automatic Control (IFAC), Cape Town, South Africa, 24-29 August 2014​
Keywords:
Nonasymptotic Mean-Field Games
Conference Proceedings
  • Hamidou Tembine, Fast Distributed Strategic Learning for Global Optima in Queueing Access Games, 19th World Congress of the International Federation of Automatic Control (IFAC), Cape Town, South Africa, 24-29 August 2014​​
Keywords:
Fast Distributed Strategic Learning, Global Optima, Queueing Access Games
Conference Proceedings
  • Mike Espig, Wolfgang Hackbusch, Alexander Litvinenko, Hermann G. Matthies, Philipp Wähnert, Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats. Special Issue of CAMWA "High-Order Finite Element Approximation for PDEs", Volume 67 (Issue 4), March 2014
Keywords:
Tensor approximation; Stochastic PDEs; Stochastic Galerkin matrix; Low-rank tensor formats; Uncertainty quantification
Refereed Journals
  • F. Cirak, Q. Long, K. Bhattacharya, M. Warner, Computational analysis of liquid crystalline elastomer membranes: changing Gaussian curvature without stretch energy. International Journal of Solids and Structures. 51 (1): 144-153 (2014)
Keywords:
Liquid crystalline elastomer, Nematic elastomer, Soft material, Non-developable surface, Finite elements
Refereed Journals
  • H. Tembine, Q. Zhu, T. Basar, Risk-Sensitive Mean-Field Games, IEEE Transactions on Automatic Control, volume 59, Issue 4, April 2014.
Keywords:
Risk-Sensitive, Mean-Field Games, Risk-Seeking, Risk-Averse
Refereed Journals
  • G. Migliorati, F. Nobile, E. von Schwerin, and R. Tempone. Analysis of the discrete L2 projection on polynomial spaces with random evaluations. Foundations of Computational Mathematics, June 2014, Volume 14, Issue 3, pp 419-456
Keywords:
Approximation theory, Error analysis, Multivariate polynomial approximation, Nonparametric regression, Noise-free data, Generalized polynomial chaos, Point collocation
Refereed Journals
  • Ivo Babuska, Mohammad Motamed, and Raul Tempone, A Stochastic Multiscale Method for the Elastodynamic Wave Equation Arising from Fiber Composites, Computer Methods in Applied Mechanics and Engineering, Volume 276, 1 July 2014, Pages 190–211
Keywords:
Fiber composites, multiscale simulation, stochastic elastic wave equation, uncertainty quantification
Refereed Journals
  • J. Beck, F. Nobile, L. Tamellini, R. Tempone A quasi-optimal sparse grids procedure for groundwater flows. Spectral and High Order Methods for Partial Differential Equations - ICOSAHOM 2012. Selected papers from the ICOSAHOM conference June 25-29, 2012, Gammarth, Tunisia. Lecture Notes in Computational Science and Engineering Volume 95, pp. 1-16, 2014.​
Keywords:
Uncertainty Quantification
  • J. Beck, F. Nobile, L. Tamellini, R. Tempone, Convergence of quasi-optimal stochastic Galerkin methods for a class of PDEs with random coefficients,  Computers & Mathematics with Applications. Volume 67, Issue 4, March 2014, Pages 732–751.
Keywords:
Uncertainty Quantification, PDEs with random data, linear elliptic equations, multivariate polynomial approximation, best M -terms polynomial approximation, Stochastic Galerkin method, sub-exponential convergence
Refereed Journals