Home > People > Research Scientists > Alexander Litvinenko
People

Alexander Litvinenko

Senior Research Scientist​​

Research Interests

Stochastic Partial Differential Equations (SPDE), uncertainty quantification, numerical upscaling in multiscale problems, low-rank tensor arithmetics, inverse problems, numerical aerodynamics, Bayesian update, data assimilationCV_Litvinenko17.pdfCV_Litvinenko17.pdf

Selected Publications

H. G. Matthies, E. Zander, B. Rosic, A. Litvinenko, Parameter estimation via conditional expectation: a Bayesian inversion,
Advanced Modeling and Simulation in Engineering Sciences 3:24, 2016
DOI: 10.1186/s40323-016-0075-7 , http://www.amses-journal.com/content/3/1/24

H. G. Matthies, E. Zander, B. V. Rosić, A. Litvinenko, O. PajonkInverse Problems in a Bayesian Setting,
Book Computational Methods for Solids and Fluids , pp 245-286, 2016, Springer

L. Giraldi, A. Litvinenko, D. Liu, H. G. Matthies, A. Nouy, To be or not to be intrusive? The solution of parametric and stochastic equations - the "plain vanilla" Galerkin case, SIAM J. Sci. Comput., 36(6), A2720–A2744, 2014

W. Nowak, A. Litvinenko, Kriging accelerated by orders of magnitude: combining lowrank covariance approximations with FFT-techniques, Mathematical Geosciences, 2013, Vol. 45, Issue 4, pp 411-435

M. Espig, W. Hackbusch, A. Litvinenko, H. G. Matthies, Ph. Waehnert, Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats, Computers & Mathematics with Applications, (2012)

B. Rosic, A. Litvinenko, O. Pajonk and H. G. Matthies, Sampling-free linear Bayesian update of polynomial chaos representations, J. Comp. Physics, 231(2012), pp 5761-5787

Education Profile

2007-2013, PostDoc at Institute of Scientific Computing,TU Braunschweig, Germany, www.wire.tu-bs.de
2002-2006, Promotion (PhD THESIS IS HERE) in the group of Scientific computing at Max-Planck-Institut fuer Mathematik in den Naturwissenschaften, Leipzig, Germany, www.mis.mpg.de
2000-2002, Master degree in Mathematics at Novosibirsk State University and Laboratory of Data Analysis of Sobolev Institute of Mathematics www.math.nsc.ru (Russian Academy of Sciences)
1996-2000, Bachelor degree in Mathematics at Novosibirsk State University www.nsu.ru

Professional Profile

Research Scientist

Scientific and Professional Memberships

SIAM, SIAM CSE, GAMM

Affiliations