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Total result(s) found: 25
  • ​Litvinenko, Alexander, Marc Genton, Ying Sun, and David Keyes, "ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters", Proc. Appl. Math. Mech., 16 (2016): 731-732
Keywords:
ℋ‐matrix
Conference Proceedings
  • ​Hall, Eric Joseph, Håkon Hoel, Mattias Sandberg, Anders Szepessy, and Raúl Tempone, "Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data", SIAM Journal on Scientific Computing, Volume 38, no. 6 (2016): A3773-A3807
Keywords:
a posteriori error, Galerkin error, quadrature error, elliptic PDE, random PDE, Monte Carlo methods, lognormal
Refereed Journals
  • Hoel, Håkon, Juho Häppölä, and Raúl Tempone, "Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo", In: Cools R., Nuyens D. (eds) Monte Carlo and Quasi-Monte Carlo Methods. Springer Proceedings in Mathematics & Statistics, vol 163.
Keywords:
Multilevel monte carlo, Stochastic differential equations, Euler–Maruyama method, Adaptive methods, A posteriori error estimation, Adjoints
Conference Proceedings
  • N. Ben Rached, A. Kammoun, M.-S. Alouini, and R. Tempone, “An Exact Power Series Formula of the Outage Probability with Noise and Interference over Generalized Fading Channels”, IEEE International Symposium on Personal, Indoor and Mobile Radio Communications (PIMRC’2016), Valencia, Spain, Sep. 2016​
Keywords:
moment-based approach, outage probability, cochannel interference, power series expansion, cross-moments, Rician fading environment, convergence study.
Conference Proceedings
  • C. BenIssaid, N. Ben Rached, A. Kammoun, M.-S. Alouini, and R. Tempone, “On the Sum of Gamma-Gamma Variates with Application to the Fast Outage Probability Evaluation over Fading Channels ”, IEEE GlobalSIP Symposium, Washington, DC, USA, Dec. 2016. ​​     
Keywords:
Gamma-Gamma, generalized-K, importance sampling, Monte Carlo, bounded relative error, outage probability, maximum ratio combining
Conference Proceedings
  • E. Kalligiannaki, A. Chazirakis, A. Tsourtis, M.A. Katsoulakis, P. Plechac, and V. Harmandaris, Parametrizing coarse grained models for molecular systems at equilibrium, EPJ ST, 225(8), 1347-1372, 2016, DOI: 10.1140/epjst/e2016-60145-x.
Keywords:
Parametrizing coarse grained models for molecular systems at equilibrium
Refereed Journals
  • ​ Soeren Wolfers, Fabio Nobile, Raul Tempone, Sparse approximation of multilinear problems with applications to kernel-based methods in UQ. Submitted arXiv 1609.00246, Sept 2016.
Keywords:
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
  • C. Bayer, M. Siebenmorgen, R. Tempone, Smoothing the payoff for efficient computation of Basket option prices,  arXiv:1607.05572, 2016​
Keywords:
Basket option pricing, smoothing payoff
  • R. Garra, E. Orsingher, M. Scavino, Some probabilistic properties of fractional point processes, Submitted arXiv:1604.05235, April 2016.
Keywords:
Fractional point processes, Bern?stein functions, Space-time Fractional Poisson processes, grey Brownian motion
  • LFR Espath, AF Sarmiento, P Vignal, BON Varga, AMA Cortes, L Dalcin, VM Calo, Energy Exchange Analysis in Droplet Dynamics via the Navier–Stokes–Cahn–Hilliard Model, Journal of Fluid Mechanics, Apr 2016.
Keywords:
Energy Exchange Analysis in Droplet Dynamics via the Navier–Stokes–Cahn–Hilliard Model
Refereed Journals
  • H. G. Matthies, E. Zander, B. V. Rosić, A. Litvinenko, O. Pajonk, Inverse Problems in a Bayesian Setting, Chapter in the book Computational Methods for Solids and Fluids, edited by Adnan Ibrahimbegovic, Springer, 2016
Keywords:
Inverse Problems, Bayesian Setting
  • H. Matthies, E. Zander, B. Rosic, A. Litvinenko​; Parameter Estimation via Conditional Expectation - A Bayesian Inversion, 2016
Keywords:
Parameter Estimation, Conditional Expectation, Bayesian Inversion
  • I. Babuska, Z. Sawlan, M. Scavino, B. Szabo, R. Tempone, Bayesian inference and model comparison for metallic fatigue data, Computer Methods in Applied Mechanics and Engineering, , Volume 304, 1 June 2016, Pages 171-196, ISSN 0045-7825​​​​
Keywords:
Metallic fatigue data; fatigue life prediction; random fatigue-limit models; maximum likelihood methods; Bayesian computational techniques for model calibration/ranking; predictive accuracy for Bayesian models.
Refereed Journals
  • C. Ben Hammouda, A. Moraes, R. Tempone, Multilevel hybrid split-step implicit tau-leap, Numerical Algorithms, pp 1-34, June 2016
Keywords:
Stochastic reaction networks, Multilevel Monte Carlo, Split-step implicit
Refereed Journals
  • A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone, Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity. To appear in Foundations of Computational Mathematics. 2016
Keywords:
Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
Refereed Journals
  • A. Haji-Ali, F. Nobile, L. Tamellini, R. TemponeMulti-Index Stochastic Collocation for random PDEsComputer Methods in Applied Mechanics and Engineering​, 2016
Keywords:
Multi-Index Stochastic Collocation for random PDEs
Refereed Journals
  • F. Nobile, L. Tamellini, R. Tempone and F. Tesei, An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient, “Sparse Grids and Applications - Stuttgart 2014”, Lecture Notes in Computational Science and Engineering, Volume 109 2016, Springer
Keywords:
An adaptive sparse grid algorithm with application to elliptic PDEs with lognormal diffusion coefficient
  • Gabriela Malenova, Mohammad Motamed, Olof Runborg, Raul Tempone, A Sparse Stochastic Collocation Technique for High Frequency Wave Propagation with Uncertaintyaccepted for publication in Journal on Uncertainty Quantification, May 2016
Keywords:
A Sparse Stochastic Collocation Technique for High Frequency Wave Propagation with Uncertainty
Refereed Journals
  • C. Bayer, A. Moraes, R. Tempone, P. Vilanova, An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks, Stochastic Analysis and Applications, Volume 34, Issue 2, 2016
Keywords:
Forward-reverse algorithm, Monte Carlo EM algorithm, inference for stochastic reaction networks, bridges for continuous-time Markov chains.
Refereed Journals
  • Matteo Icardi, Gianluca Boccardo, Raul Tempone, On the predictivity of pore-scale simulations: estimating uncertainties with multilevel Monte Carlo, Advances in Water Resources, Feb. 2016
Keywords:
pore-scale simulation, multilevel Monte Carlo, stochastic upscaling, uncertainty quantification
Refereed Journals
  • Håkon Hoel, Kody J. H. Law, Raul Tempone, "Multilevel ensemble Kalman filtering", SIAM Journal on Numerical Analysis, Volume 54 no.3, (2016). 1813–1839
Keywords:
Multilevel ensemble Kalman filtering
Refereed Journals
  • F. Ruggeri, Z. Sawlan, M. Scavino, R. Tempone, A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions, accepted for publication in Bayesian Analysis, April 2016
Keywords:
linear parabolic PDEs, noisy boundary parameters, Bayesian inference, heat equation, thermal diffusivity
Refereed Journals
  • A. Moraes, R. Tempone, and P. Vilanova. A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks. SIAM Journal on Scientific Computing (SISC), Vol 38, Issue 4, 2016.
Keywords:
Error estimates, error control, control variates, weak approximation, hybrid algorithms, multilevel Monte Carlo, Chernoff tau-leap, reaction splitting
Refereed Journals
  • A. Moraes, R. Tempone, P. Vilanova, Multilevel Hybrid Chernoff Tau-leap, BIT Numerical Mathematic, Volume 56, Issue 1pp 189–239​. March 2016. 
Keywords:
Error estimates, error control, control variates, weak approximation, hybrid algorithms, multilevel Monte Carlo, Chernoff tau-leap
Refereed Journals
  • J. E. Castrillon-Candas, F. Nobile, R. F. Tempone, Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations, ​Accepted for publication in Computers and Mathematics with Applications, Jan. 2016
Keywords:
Uncertainty Quantification, Stochastic Collocation, Stochastic PDEs, Finite Elements, Complex Analysis, Smolyak Sparse Grids.
Refereed Journals