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M. Khan
Alonso Silva
C. Ben Hammouda
A.
A. Chazirakis
A. Chkifa
A. Cohen
A. F. Sarmiento
A. Haji-Ali
A. Iania
A. Kammoun
A. Khadir
A. Litvinenko
A. Litvinenko and H. G. Matthies
A. Liu
A. M. A. Cortes
A. M. Stuart
A. M. Stuart and J. Voss
A. Moraes
A. Piria
A. S. Bradley
A. Shukla
A. Szepessy
A. Tsourtis
A. Vasilakos
A.; Tempone
A.M. Stuart
A.V. Vasilakos
Abdoul Karim Cisse and Hamidou Tembine
Abdulkadir C. Yucel
Abdul-Lateef
Abla Kammoun
AF Sarmiento
Ahmed Farhan Hanif
Ajay
Ajay Jasra
Alexander
Alexander and Matthies
Alexander Litvinenko
Alexander Litvinenko and Hermanz G. Matthies
Alexandros Beskos
Alexey Chernov
AMA Cortes
Anamika Pandey
and A. M. Stuart
and Alvaro Moraes
and Anders Szepessy
and B. P. Anderson
and Christopher Wood.
and H. Nyberg
and Hermann G. Matthies
and J. H.
and J. H. Silvestrini
and M. Debbah
and Mason A. Porter
and P. Hosatte
and P. Vilanova
and R. Carretero-González
and R. Tempone
and Rajandrea Sethi
and Raul Tempone
and Raúl Tempone
and Raul Tempone.
and Raúl Tempone.
and Sören Wolfers
and T. Basar
and V. Harmandaris
and V. M. Calo
and Volker Schulz
and Yan Zhou
Anders Szepessy
Anders; Tempone
Andre Gustavo
Andrew M. Stuart
Anna Kučerová
Anna; Moon
Annunziato
Anthony Nouy
B. Leu
B. P. Anderson
B. Palen
B. Rosic
B. Szabo
B. V. Rosic
B. V. Rosić
B.K. Muite
Babuška
Back
Bayer
Beck
Ben Mansour Dia
Bilal Saad and Mazen Saad
Björk
Bojana V. Rosić
BON Varga
Boris N. Khoromskij
Borzì
Boualem Djehiche
C. Bayer
C. G.
Capriotti Luca
Carlon
Chang Wang
Chaouki Ben
Chaouki Ben Said
Chiheb Ben Hammouda
Christian
Christian Bayer
Christian; Szepessy
Christine Shoemaker
Christopher Wood
Claudia Schillings
Clavijo
D. B. Kelly
D. Bauso
D. Bloemker
D. Keyes
D. Sanz-Alonso
Daesang Kim
Daniel Ferre
Daniele L. Marchisio
Daniele Marchisio
Dario Bauso
David Keyes
David Nott
Dishi Liu
Djamal Zeghlache
Dzougoutov
E. Accinelli
E. C. Samson
E. Kalligiannaki
E. M. Wright
E. Müller
E. Orsingher
E. P.
E. von Schwerin
E. von Schwerin and A. Szepessy
E. Zander
E.; Szepessy
E.; Tempone
Eitan Altman
Eric Joseph Hall
Eric Michielssen
Erik von Schwerin
Erik; Szepessy
Espath
Ezequiel P.
F. and Tempone
F. Cirak
F. Crocce
F. Nobile
F. Nobile and R. Tempone
F. Nobile and R. Tempone.
F. Ruggeri
F.; Tempone
F.; von Schwerin
Fabio
Fabio Nobile
Fabio; Feng
Fabio; Tamellini
Fabio; Tempone
Fabrizio Bisetti
Fatma Benkhelifa
Francisco
Frederic Augier
G. Destouni
G. E
G. E.
G. Lubineau
G. Migliorati
G.; Nobile
Gabriela Malenova
Galina Schwartz
Georgios
Georgios E
Georgios E.
Gianluca Boccardo
Gianni Ronco
H. G. Matthies
H. Hoel
H. Matthies
H. Servat
H. Tembine
Haji-Ali
Hakan Bagci
Hakon
Hakon Hoel
Håkon Hoel
Hakon Hoel and Henrik Nyberg
Håkon; von Schwerin
Hamidou Tembine
Hatem Ltaief
Hermann G. Matthies
HermannG. and El-Moselhy
Hills
Hit Counter
Hoel
I. Babuska
I. Babuska and R. Tempone
I.; Nobile
I.M. Gren
Iglesias
Issaid
Ivo Babuska
Ivo; Liu
Ivo; Nobile
Ivo; Tempone
J Happola
J. Beck
J. E. Castrillon-Candas
J. Happola
J. Karlsson
J. Kiessling
J. Kiessling and R. Tempone
J. Oppelstrup and R. Tempone
J. Red-Horse
J. Tinsley; Babuška
J. Vienne
J.C. Browne
J.T. Oden
Jan Sýkora
Jasra
Jesper Oppelstrup
Jesper; Tempone
Jiang Yupeng
Joakim
Joakim Back
Joakim Beck
Joakim; Tempone
John; Paez
Jonas; Tempone
Juho Happola
Juho Häppölä
Julio E. Castrillon-Candas
Julio Enrique Castrillon Candas
Jun Li
K. Bhattacharya
K. J. Dowding
K. J. H. Law
K. Liechti
K. Zygalakis
K.J.H. Law
K.-S.; von Schwerin
Kang-Man; Tempone
Karlsson
Kevin J.; Red-Horse
Kiessling
Kody J. H. Law
Kody J.H. Law
Kody Law
Kyoung-Sook; Szepessy
Kyoung-Sook; von Schwerin
L Dalcin
L. Demkowicz
L. F. R.
L. F. R. Espath
L. Selvakumaran
L. Tamellini
L. Tamellini and R. Tempone
Laura Parisi
LFR Espath
Lisandro Dalcin
Litvinenko
Loïc Giraldi
Long
Lorenzo
Lorenzo Tamellini
Luigi Del Plato
Luis FR Espath
M.
M. A. Iglesias
M. Alouini
M. Assaad
M. Dashti
M. Genton
M. Icardi
M. J. Davis
M. Khan
M. Motamed
M. Motamed and C. B. Macdonald and S. J. Ruuth
M. Motamed and O. Runborg
M. Quell
M. Sandberg
M. Scavino
M. Scavino.
M. Siebenmorgen
M. Van Moer
M. Warner
M.A. Katsoulakis
M.A. Khan
M.-S. Alouini
Marco
Marco A. Iglesias
Marco Ballesio
Marco Iglesias
Marco Scavino
Marco; Tempone
Markus Siebenmorgen
Martin; Dowding
Masa Prodanovic
Mathieu Labois
Matteo Icardi
Mattias Sandberg
Merouane Debbah
Migliorati
Mike Espig
Mohamad Assaad
Mohamed-Slim Alouini
Mohammad Motamed
Mohammad; Nobile
Moon
Mordecki
Motamed
N. Ben Rached
N. Collier
N. Li
Nadhir Ben
Nadhir Ben Rached
Nathan Quadrio
Nobile
Nowak
O. Batrašev
O. Pajonk
Oden
Oliver Pajonk
Olivier Le Maitre
Olof Runborg
Omar Knio
P Vignal
P. G. Kevrekidis
P. Plechac
P. Sheth
P. Vilanova
Panayotis. G. Kevrekidis
Philipp Wähnert
Q. Long
Q. Zhu
Quan Long
Quan; Scavino
R
R.
R. Carretero-González
R. F. Tempone
R. G. Hills
R. Garra
R. Speck
R. Tempone
R. Tempone and F. Tesei
R. Tempone and S. Wang
R.; Webster
R.; Zouraris
R.Tempone
Rached
Rafael Holdorf Lopez
Raul
Raúl
Raul Tempone
Raúl Tempone
Raul Verma
Raul; Nobile
Raúl; Wang
Raúl; Zouraris
Richard G.; Pilch
S. Aseeri
S. J. Rooney
S. Laizet
S. Larsson
S. P.
S. Prudhomme
S. Wang
S. Wolfers
Saurabh Amin
Seongil Jo
Sergey Dolgov
Shaimerdenova Gaukhar
Shankar Sastry
Soeren Wolfers
Soumaya Elkantassi
Suojin
Szepessy
T. Ba
T. Basar
T. L. Paez
T. W. Neely
T.; Szepessy
Tarek A.
Tembine
Thomas L.; Babuška
Tiangang Cui
Tiziana Tosco
Venera Khoromskaia
Victor Eijkhout
Viet Ha Hoang
VM Calo
W.
Wolfgang Hackbusch
Xin Luo
Y. Feng
Y. Sun
Yacine Haroun
Youssef M. Marzouk
Yusheng; Tempone
Yuxin Chen
Z. Sawlan
Zaid Sawlan
Zdravko Botev
Title Keyword
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All
2d quantum turbulence
A Fast Simulation Method for the Sum of Subexponential Distributions
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
a posteriori error estimate
a posteriori error estimates
A priori error estimates
A projection method for under determined optimal experimental designs
A Sparse Stochastic Collocation Technique for High Frequency Wave Propagation with Uncertainty
A variational principle for adaptive approximation of ordinary differential equations
Accelerated dimension-independent adaptive Metropolis
Accelerated Gradient Descent
adaptive cross approximation
adaptive mesh refinement
Adaptive mesh refinement algorithm
adaptive methods
adaptive methods mesh refinement algorithm a posteriori error estimate computational complexity finite elements
Adaptive Monte Carlo
Adaptive sparse grids
Adaptive time stepping
Adaptive weak approximation of reflected and stopped diffusions
Adaptive weak approximation of stochastic differential equations
Adaptivity
adjoints
algorithm
Almost sure convergence
American options
An Adapted Multi-Level Solver for Large Scale Radial Basis Function Interpolation with applications to Kriging
An adaptive sparse grid algorithm with application to elliptic PDEs with lognormal diffusion coefficient
Analysis and Computation of Hyperbolic PDEs with Random Data
Analytical model
and Fourier Methods
and Uncertainty
anisotropic sparse approximation
anisotropic sparse grids
antijamming strategies
Approximate Bayesian computation
approximating large covariance matrice
approximation theory
asymptotic optimality
asymptotically optimal
backward dual functions
barrier option
Basket option
Basket option pricing
Basket option pricing for processes with jumps using sparse grids and Fourier transforms
Bayesian experimental design
Bayesian Inference
Bayesian Inverse Problems
Bayesian Inversion
Bayesian non-parametrics
Bayesian optimal experimental design; Laplace approximation; Truncated Gaussian approximation; Polynomial surrogates; Shock–tube; Combustion kinetics
Bayesian Parameter Estimation via Filtering and Functional Approximations
Bayesian Setting
Bayesian statistics
Bayesian statistics; Information gain; Laplace approximation; Monte Carlo sampling; Sparse quadrature; Uncertainty quantification; Experimental design.
Bayesian update
BEC
Bern?stein functions
Best linear unbiased estimator
best M -terms polynomial approximation
Bi-disperse flows
bifurcation and stability analysis
Black–Scholes
Blender
block cross
Bond market
Bose-Einstein condensate (BEC)
Bose-Einstein Condensates
bounded relative error
bounded relative error.
bridges for continuous-time Markov chains.
Brownian bridge construction
capacity sharing
cell formation
CFD
chaotic dynamical systems
Chemical reactions
Chernoff tau-leap
cloud networks
coalitional CODIPAS learning
CODIPAS
CODIPAS learning
cognitive radio networks.
Collocation approaches for forward uncertainty propagation in PDE models with random input data
collocation method
collocation techniques
combination technique
Combination technique.
combination-technique
Combined Learning
Complex Analysis
Composite material
compressible superfluid
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
Computation of the Response Surface in the Tensor Train data format
Computational complexity
computational complexity.
Computational Finance
computational gain
Conditional Expectation
conditional MC.
continuation MLMC
control variates
Controlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model
convergence rates
Convergence rates for adaptive approximation of ordinary differential equations
convergence study
convergence time
cooperation
Cost effective policies for alternative distributions of stochastic water pollution
Cost of Learning
coupled system
covariance matrix scaling
Covariance; Karhunen Loeve expansion; stationary random function; principle component analysis
Crowd modeling
Crowd-seeking social networks
Crude Monte Carlo
dark solitons
Data analysis: algorithms and implementation
Data assimilation
Demand response
Deposition of particles
Derivative Pricing; Power Series Expansions
Deterministic Methods for Nonlinear Filtering
differential equations
diffusion approximation
diffusion with boundary
diffusions with jumps
Dimension-independent likelihood-informed MCMC
Direct numerical simulation
discrete least squares
Discretization
distributed strategic learning
diversity techniques
diversitytechniques.
Efficient geostatistical estimation
Electrical impedance tomography
Elliptic equations Multivariate polynomial approximation PDEs with random data Smolyak approximation Stochastic collocation methods Stochastic Galerkin methods Uncertainty quantification
Energy budget
Energy Exchange Analysis in Droplet Dynamics via the Navier–Stokes–Cahn–Hilliard Model
EnKF
Ensemble Kalman filter
Ergun law.
error analysis
Error bounds
error control
Error estimates
error expansion
Euler
Euler--Maruyama method
Euler–Maruyama method
European option pricing
European options
evolutionarily stable coalitional structure
evolutionary coalitional games
Evolutionary Games
exit probability
Expected information gain
expected value
Experimental Design
exponential convergence
fair solution
Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
Fast Distributed Strategic Learning
fast Fourier transform (FFT)
fast multipole method (FMM)
Fast summation methods
Fatigue crack initiation
Fatigue-limit models
Fiber composites
filtering
Filters
finite difference method
finite element methods
Finite Elements
finite volume methods
fixed bed catalytic reactor
Fluent
fluid dynamics
Fokker-Planck Equation
Forward-reverse algorithm
Fourier methods
Fourier transform
Fourier Transform Methods for Option Pricing
Fractional point processes
Game Dynamics
Game Theory
Gaussian coarse graining of a master equation extension of Clarke's model
Gaussian likelihood
Gaussian processes
Gaussian random vectors
Generalized least squares
Generalized polynomial chaos
generalized selection combining
geostatistical optimal design
Global Optima
Gradient theory
grey Brownian motion
group-formation
Hamilton–Jabcobi–Bellman
Hamilton-Jacobi-Bellman Equation
Hardy functions
Hazard rate twisting
heat capacity
Heat Capacity.
heat equation
heat flux measurements
hedging strategy
Helbing
Heterogeneous Networks
Hierarchical basis
high-dimensional approximation
Hilbert tensor
Hit Counter
HJM model
HLIBCov
HLIBPro
ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
How accurate is Born-Oppenheimer molecular dynamics for crossings of potential surfaces
How accurate is molecular dynamics?
HPC
Hybrid Adaptive Multilevel Monte Carlo Algorithm for Non-Smooth Observables of Itoˆ Stochastic Differential Equations
hybrid algorithms
Hybrid Systems
Hyperbolic conservation laws
hyperbolic cross approximation
Hyperbolic differential equations and adaptive numerics
Impedance tomography
Implied Stopping Rules for American Basket Options from Markovian Projection
importance sampling
Importance sampling
importance sampling.
Indirect inference
inference for stochastic reaction networks
infinite activity
Information gain
Inhomogeneous Geometric Brownian Motion; Constant Elasticity of Variance; Arrow-Debreu Security
integral equation
Integral equations
Interpolation
inverse energy cascade
Inverse modelling
Inverse Problems
Isogeometric analysis
jump-diffusion models
k × h-version
k × h-version; p × h-version; Expected value; Error estimates; Adaptive methods; Error control
Kalman filter
Karhunen–Lo`eve expansion
Karhunen-Loeve expansion
kernel-based methods in UQ
kriging
Laminated composites
Laplace approximation
large deviations
learning theory
least squares
least squares approximation
left tail
Levy process
Lévy process; infinite activity; diffusion approximation; Monte Carlo; weak approximation; error expansion; a posteriori error estimates; adaptivity; error control; mathematical finance
Levy processes
Lifting
Linear elasticity
linear elliptic equations
linear parabolic PDEs
linear PDEs
Linear stability analysis
Liquid crystalline elastomer
Logarithmic efficient
loglikelihood surrogate.
Lorenz 63
Lorenz 84 with uncertainties
Lorenz 96
lottery
low pass filter
low regularity
Low-rank response surface
low-rank tensor approximation
low-rank update
Markovian projection
Marriage
Master Equation.
Matern covariance
Mathematics - Dynamical Systems
Mathematics - Optimization and Control
Maximum likelihood methods
McKean–Vlasov Mean-field
Mean field games
Mean field interaction
Mean field learning
mean field stochastic games
Mean Field Type Games
Mean-Field
mean-field approximation in finite regime
Mean-Field Games
mesh refinement algorithm
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.
Method of lines
minmax approach
Model validation; Uncertainty quantification; Bayesian updates; Failure probability
Model validation; Uncertainty quantification; Failure probability
model validation;uncertainty quantification;Bayesian update;failure probability
Modeling error estimation; Stochastic partial differential equations; Adaptive modeling
Monte Carlo
Monte Carlo and Quasi Monte Carlo methods.
Monte Carlo EM algorithm
Monte Carlo method
Monte Carlo methods
Monte Carlo Particle systems
Monte Carlo sampling
Multi- level Monte Carlo
multi- variate polynomial approximation
Multicomponent Cahn–Hilliard
Multi-index Monte Carlo
Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
Multi-Index Stochastic Collocation for random PDEs
multilevel
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Multilevel ensemble Kalman filtering
multilevel methods
multilevel Monte Carlo
multilevel Monte Carlo method (MLMC)
multilevel Monte Carlo.
multilevel.
Multipath channels
Multiple Access Control in Wireless Networks
Multiscale approximation
multiscale simulation
Multistep methods
multivariate approximation
Multivariate approximation and integration
multivariate polynomial approx- imation
multivariate polynomial approximation
Naive Monte Carlo
naive Monte Carlo simulations.
Navier-Stokes
Navier-Stokes equation
Nematic elastomer
Network Security
Noise-free data
noisy boundary parameters
noisy evaluations
non-asymptotic
Nonasymptotic Mean-Field Games
Non-developable surface
non-intrusive computation
Nonparametric regression
Notched metallic specimens
nuisance boundary parameters marginalization
Numerical Analysis
Numerical Methods for Uncertainty Quantification and Bayesian update in Aerodynamics
Numerical simulation
On approximation- interpolation of incompressible flows
On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment
On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates
one-and-half player game
opportunistic networks.
Optimal Control
Optimal Control Theory
Optimal discretization
Optimal Experimental Design
optimal placement
Optimal stopping
optimal transport theory
Optimizacion de Carteras de las Aseguradoras de Fondos de Retiro
Optimization and Control (math.OC); Systems and Control (cs.SY); Probability (math.PR); Risk Management (q-fin.RM)
Option price
Option pricing
order statistics
Outage capacity
outage probability
p × h-version
parabolic integro-differential equation
parallel hierarchical matrices
parameter estimation
Parameter identification; Non-Gaussian Bayesian update; Linear Bayes; Kalman filter; Polynomial chaos
parametric and stochastic PDEs
parametric problems
parametric uncertainty
Parametrizing coarse grained models for molecular systems at equilibrium
part I: Mean-field Ensemble Kalman Filtering
Partial Di erential Equations with random data
partial differential equations (PDE)
Partial Differential Equations with random data
partial differential equations with random inputs
Particle MLMC
Particle-laden gravity current
Particle-laden gravity currents
PCE
PDE stochastic data
PDEs with random data
PDEs with random data;parabolic equations;multivariate polynomial approximation;Stochastic Galerkin methods;Stochastic Collocation methods;sparse grids;Smolyak approximation;Point Collocation;Monte Carlo sampling
Pedestrian
perturbation estimates
Phase-field
Phase-field; molecular dynamics; coarse graining; Smoluchowski dynamics; stochastic differential equation
Physics - Data Analysis
Point collocation
polynomial approximation
Polynomial Chaos
polynomial chaos expansion
Population balance equation; Gas-Liquid flow; Algebraic Slip Model; Direct Quadrature Method of Moments
pore-scale simulation
Pore-scale simulation of fluid flow and solute dispersion in three-dimensional porous media
Porous media
positive quadratic forms
pricing
Probability
Probability; Analysis of PDEs; Optimization and Control
Propagation of Uncertainty
Pure jump processes
quadratic Bayesian update
Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches
Queueing Access Games
Radial basis function
random geometry
random marix games
Rare events
Ray tracing.
reaction networks
reaction splitting
Reliability
Reliability of Computer Predictions in Computational Solid Mechanics: Towards the Estimation and Control of Errors Due to Modeling
Reservoir characterization
Richardson ex- trapolation
Richardson extrapolation
Risk-Averse
Risk-Seeking
Risk-Sensitive
robust games
robust mean-field games
rough Bergomi
Rough volatility
Runge–Kutta methods
satisfactory solution
scattering problem
SDEs
Seismic source inversion
Seismic Wave Propagation
Sensitivity
Sequential Monte Carlo
sequential Monte Carlo.
sequential stopping rules
single level
SINR
Smolyak algorithm
Smolyak approximation
Smolyak sparse approximation
Smolyak Sparse Grids.
smoothing
smoothing payoff
Society Influence
Soft material
Solid Walls
solution of equations
Space-time Fractional Poisson processes
Sparse approximation
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
Sparse Grid Quadrature
sparse grid.
Sparse grids
Sparse Learning
Sparse quadrature
Spatial Poisson processes
SPDEs
Spectral Collocation for Partial Differential Equations with Random Coefficients
Spectral methods
Speedup
speedup learning
Spinodal decomposition
Split-step implicit
Stable completion
static mean field game
Statistics - Methodology
Statistics and Probability
Stochastic collocation
stochastic collocation method
Stochastic Collocation methods
Stochastic differential equations
stochastic elastic wave equation
stochastic elliptic equation
Stochastic elliptic equation; Perturbation estimates; Karhunen–Loève expansion; Finite elements; Monte Carlo method
stochastic equation
stochastic Galerkin
stochastic Galerkin approximation
Stochastic Galerkin method
stochastic optimization
stochastic partial differential equations
Stochastic PDEs
Stochastic processes
Stochastic reaction networks
stochastic upscaling
Strategic Learning
subexponential
sub-exponential convergence
sum of correlated Lognormal
Swift–Hohenberg theory
Tau-leap
Tau-leap; weak approximation; reaction networks; Markov chain; error estimation; a posteriori error estimates; backward dual functions
Tensor approximation; Stochastic PDEs; Stochastic Galerkin matrix; Low-rank tensor formats; Uncertainty quantification
tensor product methods
tensor train format
thermal diffusivity
thermal resistance
Thermodynamics of continua
Time-Scaling
Transverse cracking
Trapezoidal quadrature
twisting parameter
Twisting parameter.
Two-phase flow in porous medium
un- certainty quantification
uncertainties in aerodynamics
Uncertainty Estimates
Uncertainty Quantification
Uncertainty Quantification / PDEs with random data / elliptic equations / multivariate polynomial approximation / Best M-Terms approximation / Stochastic Galerkin methods / Smolyak approximation / Sparse grids
Uncertainty Quantification ; PDEs with random data ; linear elliptic equations ; Stochastic Collocation methods ; Sparse grids approximation ; Leja points ; Clenshaw–Curtis points
Uncertainty Quantification · random PDEs · linear elliptic equations · multivariate polynomial approximation · best M-terms polynomial approximation · Smolyak approximation · Sparse grids · Stochastic Collocation method
uncertainty quantification in geometry
Uncertainty quantification; PDEs with random data; elliptic equations; multivariate polynomial approximation; best M-terms polynomial approximation; stochastic Galerkin methods; Smolyak approximation; sparse grids; stochastic collocation methods
uncertainty quantification; stochastic partial differential equations; elastic wave equation; regularity; collocation method; error analysis.
update of polynomial chaos expansion
update of surrogate
Validation and Verification
Validation Challenge Workshop Summary
Validation of direct pore scale modeling approaches to wettability
Validation; Modeling; Simulation
Variance Decomposition in Stochastic Simulators
variance reduction
variance reduction techniques
Velocity measurements
volatility
vortices
Wave Equation
Wave propagation; High frequency; Asymptotic approximation; Gaussian beam superposition; Accuracy; Error estimates
Weak approximation
Wear processes
WENO
White noise forcing
Worst case scenario analysis for elliptic problems with uncertainty
Worst-case scenario analysis for elliptic PDE’s with uncertainty
—α − µ
—α−μ
η−μ
κ−μ
Total result(s) found:
6
Bayer, Christian, Juho Häppölä, and Raúl Tempone. "Implied stopping rules for American basket options from Markovian projection."
Quantitative Finance, 19(3), 371-390, (2019)
Keywords:
Basket option, Optimal stopping, Black–Scholes, Error bounds, Monte Carlo, Markovian projection, Hamilton–Jabcobi–Bellman
Read More
Website
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Refereed Journals
Jasra, Ajay, Seongil Jo, David Nott, Christine Shoemaker, and Raul Tempone. "Multilevel Monte Carlo in approximate Bayesian computation."
Stochastic Analysis and Applications
(2019): 1-15.
Keywords:
Approximate Bayesian computation, multilevel Monte Carlo, sequential Monte Carlo.
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Website
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Refereed Journals
Issaid, Chaouki Ben, Mohamed-Slim Alouini, and Raul Tempone. "Eficient Monte Carlo Simulation of the Left Tail of Positive Gaussian Quadratic Forms."
arXiv preprint arXiv:1901.09174
(2019).
Keywords:
Importance sampling, left tail, positive quadratic forms, Gaussian random vectors, bounded relative error.
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Manuscripts
Beck, Joakim, Ben Mansour Dia, Luis FR Espath, and Raul Tempone. "Multilevel Double Loop Monte Carlo and Stochastic Collocation Methods with Importance Sampling for Bayesian Optimal Experimental Design."
arXiv preprint arXiv:1811.11469
(2018).
Keywords:
Expected information gain, Laplace approximation, Importance sampling, Composite material, Stochastic collocation, Electrical impedance tomography
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Website
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Manuscripts
Clavijo, S. P., A. F. Sarmiento, L. F. R. Espath, Lisandro Dalcin, A. M. A. Cortes, and V. M. Calo. "Reactive n-species Cahn–Hilliard system: A thermodynamically-consistent model for reversible chemical reactions."
Journal of Computational and Applied Mathematics
350 (2019): 143-154.
Keywords:
Multicomponent Cahn–Hilliard, Chemical reactions, Isogeometric analysis, Spinodal decomposition
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Refereed Journals
I
. Babuska, Z. Sawlan, M. Scavino, B. Szabo, R. Tempone,
Spatial Poisson processes for fatigue crack initiation
, Computer Methods in Applied Mechanics and Engineering
,
Volume 345, 1 March 2019, Pages 454-475.
Keywords:
Fatigue crack initiation, Linear elasticity, Notched metallic specimens, Spatial Poisson processes, Fatigue-limit models, Maximum likelihood methods
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