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Total result(s) found: 254
  • N. Rached, A. Kammoun, M. Alouini, R.Tempone, On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates
Keywords:
On the Efficient Simulation of the Left-Tail of the Sum of Correlated Log-normal Variates
  • Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone , On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment,IEEE Transactions on Communications  65 Issue: 6  , 2017​​
Keywords:
On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment
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, Bayesian Analysis, Advance Publication, 12 May 2016. doi: 10.1214/16-BA1007
Keywords:
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
Refereed Journals
  • ​A. Litvinenko, M. Genton, Y. Sun, D. Keyes, ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters, arXiv:1611.09293, 2017 
Keywords:
ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
  • C. Bayer, J Happola, R. Tempone, Implied Stopping Rules for American Basket Options from Markovian  Projection,  arXiv:1705.00558v1, May 2017 
Keywords:
Implied Stopping Rules for American Basket Options from Markovian Projection
  • ​A. Haji-Ali, R. Tempone, "Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation", has been accepted for publication in Statistics and Computing. 2017
Keywords:
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Refereed Journals
  • M. Iglesias, Z. Sawlan, M. Scavino, R. Tempone, C. Wood, Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements, accepted for publication in International Journal of Heat and Mass Transfer, Sep. 2017
Keywords:
Heat Equation, Nuisance Boundary Parameters Marginalization, Heat Flux Measurements, Solid Walls, Bayesian Inference, Thermal Resistance, Heat Capacity, Experimental Design.
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 processesSubmitted arXiv:1604.05235, April 2016.
Keywords:
Fractional point processes, Bern?stein functions, Space-time Fractional Poisson processes, grey Brownian motion
  • 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 in a 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
  • Q. Zhang, R. Lima, I. Grossmann, On the Relation Between Flexibility Analysis and Robust Optimization for Linear Systems. AIChE Journal, Accepted, 2016.
Keywords:
On the Relation Between Flexibility Analysis and Robust Optimization for Linear Systems
Refereed Journals
  • Mohamed Ridha Znaidi, Zouheir Rezki, Mohamed-Slim Alouini, Performance Analysis of Communications under Energy Harvesting Constraints with Noisy Channel State Information, 2016​
Keywords:
Asymptotic average throughput, channel estimation, channel state information, energy harvesting, optimal power policy, throughput maximization
Technical Reports
  • I. Babuska, Z. Sawlan, M. Scavino, B. Szabo, R. Tempone, Bayesian inference and model comparison for metallic fatigue data, Accepted for publication in Computer Methods in Applied Mechanics and Engineering, Feb. 2016
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
  • R. Lima, A. Novais, Symmetry Breaking in MILP Formulations for Unit Commitment Problems, Computers & Chemical Engineering, 85, p. 162-176., 2016
Keywords:
OR in Energy; Unit Commitment; MILP; Symmetry Breaking
Refereed Journals
  • A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone, Multi-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
  • Håkon Hoel, Kody J. H. Law, Raul Tempone, Multilevel ensemble Kalman filtering, to appear in SIAM Journal on Numerical Analysis, 2016.​
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
  • 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
  • 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
  • N. Ben Rached, A. Kammoun, M. Alouini, R. Tempone, Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity over Generalized Fading Channels, Accepted for publication in IEEE Journal of Selected Topics in Signal Processing, 2015
Keywords:
Outage capacity, naive Monte Carlo, hazard rate twisting, Importance Sampling, asymptotic optimality, bounded relative error
Refereed Journals
  • A. Memmi, Z. Rezki, M. Alouini, Power Control for D2D Underlay Cellular Networks with Imperfect CSI, Technical Report, 2015​​​
Keywords:
Power control, device-to-device communications, Poisson point process, imperfect channel state information.
Technical Reports
  • 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
  • R. Lima, On the Global Optimization of a Short Term Hydro Scheduling Problem. Relaxations by Generalized Disjunctive Programming and Mixed Integer Linear Programming Reformulations, European Journal of Operational Research, Submitted (2015).
Keywords:
OR in Energy; Short-Term Hydro Scheduling; MINLP; GDP; Global Optimization
  • Eric Joseph Hall, Hakon Hoel, Mattias Sandberg, Anders Szepessy, Raul Tempone​, Computable error estimates for finite element approximations of elliptic partial  differential equations with rough stochastic data, Submitted arXiv Oct. 2015
Keywords:
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
  • Rita Ferreira, M. Luísa Mascarenhas, and Andrey Piatnitski, Spectral analysis in thin tubes with axial heterogeneities, EMS Publishing House, Volume 72, Issue 2, 2015
Keywords:
Spectral analysis, dimension reduction, homogenization, quantum waveguides
Refereed Journals
  • G. Migliorati, F. Nobile, R. Tempone, Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations in random pointsJournal of Multivariate Analysis, Vol. 142,  Pages 167–182. December 2015.​
Keywords:
approximation theory, discrete least squares, noisy evaluations, error analysis, convergence rates, large deviations, learning theory, multivariate polynomial approximation
Refereed Journals
  • Marwen Zorgui, Zouheir Rezki, Basel Alomair and Mohamed-Slim Alouini, Secret-key Agreement over Spatially Correlated Fast-Fading Multiple-Antenna Channels with Public Discussionaccepted in IEEE International Symposium on Information Theory ( ISIT'2015), Hong Kong, Hong Kong, June, 2015.
Keywords:
Secret-key agreement, MIMO systems, optimal signaling, correlation, beamforming, high power regime.
Conference Proceedings
  • Fabrizio Bisetti, Daesang Kim, Omar Knio, Quan Long, and Raul Tempone. Optimal Bayesian Experimental Design for Priors of Compact Support with Application to Shock-Tube Experiments for Combustion Kinetics Accepted by International Journal for Numerical Methods in Engineering
Keywords:
Bayesian optimal experimental design; Laplace approximation; Truncated Gaussian approximation; Polynomial surrogates; Shock–tube; Combustion kinetics
Refereed Journals
  • Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, and Raul Tempone, An Efficient Simulation Scheme of the Outage Probability with Co-Channel Interference, will be published in the Proceedings of IEEE  GLOBECOM 2015
Keywords:
Outage Probability, sum of correlated Lognormal, Importance Sampling, covariance matrix scaling, computational gain, naive Monte Carlo simulations.
Conference Proceedings
  • Yuxin Chen, David Keyes, Kody J.H. Law, Hatem Ltaief, Accelerated dimension-independent adaptive Metropolis, Submitted Jun 2015, arXiv:1506.05741
Keywords:
Accelerated dimension-independent adaptive Metropolis
  • Olivier Le Maitre, Omar Knio, and Alvaro Moraes, Variance Decomposition in Stochastic SimulatorsThe Journal of Chemical Physics, Volume 142, Issue 24, 2015​
Keywords:
Variance Decomposition in Stochastic Simulators
Refereed Journals
  • N. Ben Rached, A. Kammoun, M.-S. Alouini, and R. Tempone, An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates, Communications Letters, IEEE, Volume:19 Issue:1, 2015
Keywords:
Hazard rate twisting, asymptotic optimality, minmax approach, subexponential, twisting parameter, variance reduction
Refereed Journals
  • Dishi Liu, Alexander Litvinenko, Claudia Schillings, and Volker Schulz, Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches submitted 2015​
Keywords:
Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches
  • R. Lima, I. Grossmann, On the Solution of Nonconvex Cardinality Boolean Quadratic Programming problems. A computational study. Computers & Chemical Engineering, Submitted (2015)
Keywords:
Integer programming, Quadratic programming, Computing Science
  • Marwen Zorgui, Zouheir Rezki, Basel Alomair, Eduard A. Jorswieck, and Mohamed-Slim Alouini, Ergodic Secret-Key Agreement over Spatially Correlated Multiple-Antenna Channels with Public Discussionsubmitted to IEEE Transactions on Signal Processing.
Keywords:
Secret-key agreement, MIMO systems, optimal signaling, correlation, beamforming, high power regime, energy efficiency
  • A. Malheiro, P. Castro, R. Lima, A. Estanqueiro,(2015). Integrated sizing and scheduling of Wind/PV/Diesel/Battery isolated systems, Renewable Energy, 83, 646-657. [doi: 10.1016/j.renene.2015.04.066]​
Keywords:
LCOE; Isolated hybrid systems; Sizing optimization; Renewable energies;
Refereed Journals
  • Mohamed Ridha Zenaidi, Zouheir Rezki, Hamidou Tembine, and Mohamed-Slim Alouini, ​Performance Limits of Energy Harvesting Communications under Imperfect Channel State Information, Technical Report, 2015
Keywords:
Energy harvesting, offline power allocation, throughput maximization, channel state information, channel estimation, asymptotic average throughput
  • 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
  • Raul Verma, Matteo Icardi, Masa Prodanovic, Validation of direct pore scale modeling approaches to wettability, submitted March 2015​
Keywords:
Validation of direct pore scale modeling approaches to wettability
  • Alexandros Beskos, Ajay Jasra, Kody Law, Raul Tempone and Yan Zhou​, Multilevel Sequential Monte Carlo Samplers, submitted 2015​​
Keywords:
Multilevel Monte Carlo, Sequential Monte Carlo, Bayesian Inverse Problems
  • Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko, Hermann G. Matthies, Polynomial Chaos Expansion of random coefficients and the solution of stochastic partial differential equations in the Tenso​r Train formatSIAM Journal on Uncertainty Quantification, Volume 3, Issue 1, p. 1109–1135, Nov. 2015. DOI:10.1137/140972536​​​​
Keywords:
uncertainty quantification, polynomial chaos expansion, Karhunen-Loeve expansion, stochastic Galerkin, tensor product methods, tensor train format, adaptive cross approximation, block cross
Refereed Journals
  • Xinyu Zhou, Zouheir Rezki, Basel Alomairy, Mohamed-Slim Alouini​, Achievable Rates of Secure Transmission in Gaussian MISO Channel with Imperfect Main Channel EstimationTechnical Report, March 2015
Keywords:
Achievable Rates of Secure Transmission in Gaussian MISO Channel with Imperfect Main Channel Estimation
  • F. Crocce, J. Happola, J. Kiessling, R. Tempone, Error analysis in Fourier methods for option pricing, Accepted for publication in the Journal of Computational Finance (JCF), Dec. 2015
    ​​
Keywords:
Error analysis, Option pricing, Fourier methods, Spectral methods, Levy processes, Stochastic processes, Hardy functions, Trapezoidal quadrature
Refereed Journals
  • Marwen Zorgui, Zouheir Rezki, Basel Alomair, Mohamed-Slim Alouini, Secret-Sharing over Correlated Fast-Fading Multiple-Antenna Channels with Public Discussion, 2015
Keywords:
Secret-key agreement, MIMO systems, optimal signaling, correlation, beamforming, high power regime
  • B. Djehiche, H. Tembine, R. Tempone, A Stochastic Maximum Principle for Risk-Sensitive Mean-Field-Type Control, To appear in IEEE Transactions on Automatic Control, VOL. 60, NO. 10, October 2015. ​​
Keywords:
Optimization and Control (math.OC); Systems and Control (cs.SY); Probability (math.PR); Risk Management (q-fin.RM)
Refereed Journals
  • S. Aseeri, O. Batrašev, M. Icardi, B. Leu, A. Liu, N. Li, B.K. Muite, E. Müller, B. Palen, M. Quell, H. Servat, P. Sheth, R. Speck, M. Van Moer, J. Vienne, Solving the Klein-Gordon equation using Fourier spectral methods: A benchmark test for computer performance, submited to arXiv:1501.04552, 2015​
Keywords:
HPC, and Fourier Methods
  • S. Prudhomme and C.M. Bryant, Adaptive surrogate modeling for response surface approximations with application to Bayesian inference,
    Advanced Modeling and Simulation in Engineering Sciences, Submitted (2015).
Keywords:
Goal-oriented error estimation, adjoint problem, turbulence modeling, Spalart-Allmaras model, parameter identification
  • L. Sboui,  H. Ghazzai, Z. Rezki, M. Alouini, On Achievable Rate of Two-Way Relaying Cognitive Radio with  Space  Alignment​, in Proceedings International Conference  on Communications ( ICC )2015, London, UK, 8-12  June 2015.
Keywords:
On Achievable Rate of Two-Way Relaying Cognitive Radio with Space Alignment
Conference Proceedings
  • Z. Rezki, M. Alouini, ​Delay-Limited Capacity  of Fading  Multiple Access  and   Broadcast Channels in  the  Low  Power Regime, in  Proceedings  International  Conference on  Communications ( ICC )2015, London, UK, 8-12  June 2015.​
Keywords:
​ Delay-Limited Capacity of Fading Multiple Access and Broadcast Channels in the Low Power Regime
Conference Proceedings
  • A. Alabbasi, Z. Rezki, B. Shihada, Energy Efficient Resource Allocation for Cognitive Radios: A Generalized Sensing Analysis, to appear in  IEEE  Transactions on Wireless Communications, 2015.
Keywords:
Spectrum sharing, energy efficiency, resource allocation, spectrum sensing
Refereed Journals
  • L. Sboui, H. Ghazzai, Z. Rezki, M. Alouini, Achievable Rate of a Cognitive MIMO Multiple Access Channel with Multi-Secondary Users, to appear in  IEEE  Communications  Letters,  2015.​​
Keywords:
Achievable rate, mul-tiple secondary users, space alignment, underlay cognitive radio
Refereed Journals
  • F. Nobile, L. Tamellini, R. Tempone, Comparison of Clenshaw–Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs, International Conference on Spectral and High-Order Methods 2014 (ICOSAHOM'14), Salt Lake City, Utah, USA, June 23-27, 2014.  Spectral and High Order Methods for Partial Differential Equations. Volume 106 of the series Lecture Notes in Computational Science and Engineering, pp 475-482. Springer, 2015​​​
Keywords:
Uncertainty Quantification ; PDEs with random data ; linear elliptic equations ; Stochastic Collocation methods ; Sparse grids approximation ; Leja points ; Clenshaw–Curtis points
  • Tomas Chacon Rebollo, Ben Mansour Dia, "A Variational Multi-Scale method with spectral approximation of the sub-scales: Application to 1-d convection-diffusion equation", Comput. Methods Appl. Mech. Engrg 285 (2015) 406-426.​​​
Keywords:
Variational Multiscale, Convection-Diffusion, Stabilization, Spectral Approximation
Refereed Journals
  • A. Haji-Ali, F. Nobile, R. Tempone, Multi Index Monte Carlo: When Sparsity Meets Sampling, Numerische Mathematik, Vol. 132, Pages  767–806, 2016.​​
Keywords:
Multilevel Monte Carlo, Monte Carlo, Partial Differential Equations with random data, Stochastic Differential Equations, Weak Approximation, Sparse Approximation, Combination Technique.
Refereed Journals
  • Q. Long, M. Motamed, R. Tempone, Fast Bayesian optimal experimental design for seismic source inversion, Computer Methods in Applied Mechanics and Engineering, vol. 291, pp. 123-145, 2015.​​
Keywords:
Bayesian experimental design, Information gain, Laplace approximation, Monte Carlo sampling, Seismic source inversion, Sparse quadrature, Uncertainty quantification
Refereed Journals
  • D. Gomes H. Sanchez-Morgado and E. Pimentel, Time dependent mean-field games in the subquadratic case. Comm. Partial Differential Equations 40 (2015), no. 1, 40–76.
Keywords:
Mean-field games, Classical solutions, a-priori estimates
Refereed Journals
  • A. Haji-Ali, F. Nobile, E. von Schwerin, R. Tempone, Optimization of mesh hierarchies in Multilevel Monte Carlo samplersStochastic Partial Differential Equations: Analysis and Computations, Vol. 4, Issue 1, Pages  76–112, 2016.​
Keywords:
Multilevel Monte Carlo, Monte Carlo, Partial Di erential Equations with random data, Stochastic Differential Equations, Optimal discretization
Refereed Journals
  • M. Motamed, F. Nobile, R. Tempone, Analysis and Computation of Hyperbolic PDEs with Random Data, Encyclopedia of Applied and Computational Mathematics, pp 51-58, November 2015
Keywords:
Analysis and Computation of Hyperbolic PDEs with Random Data
  • F. Nobile, L. Tamellini, R. Tempone, Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEsTo appear in Numerische Mathematik, pp. 1—46, 2015. DOI 10.1007/s00211-015-0773-y. ​​
    ​​
Keywords:
Uncertainty Quantification, random PDEs, linear elliptic equations, multivariate polynomial approximation, best M-terms polynomial approximation, Smolyak approximation, Sparse grids, Stochastic Collocation method
Refereed Journals
  • N. Collier, A. Haji-Ali, F. Nobile, E. von Schwerin, R. Tempone, A Continuation Multilevel Monte Carlo algorithm, BIT Numerical Mathematics, Volume 55, Issue 2, pp 399-432, June 2015

Keywords:
SDEs, SPDEs, Multilevel Monte Carlo, Numerical Analysis
Refereed Journals
  • Q. Long, M. Scavino, R. Tempone, S. Wang, A Laplace method for under-determined Bayesian optimal experimental designs, Computer Methods in Applied Mechanics and Engineering​, Volum​e 285, Pages 849–876, March 2015.
Keywords:
Bayesian statistics, Information gain, Laplace approximation, Monte Carlo Sampling, Sparse quadrature, Uncertainty quantification
Refereed Journals
  • J. Karlsson, S. Larsson, M. Sandberg, A. Szepessy, R. Tempone, An a posteriori error estimate for symplectic Euler approximation of optimal control problems, SIAM J. Sci. Comput. 37 (2015), A946-A969. [doi:10.1137/140959481].
Keywords:
Optimal Control, Error Estimates, Adaptivity, Error Control
Refereed Journals
  • A. Chkifa, A. Cohen, G. Migliorati, F. Nobile, R. Tempone, Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs, ESAIM: Mathematical Modelling and Numerical Analysis, 49 (3):815-837, 2015.
Keywords:
approximation theory, polynomial approximation, least squares, parametric and stochastic PDEs, high-dimensional approximation
Refereed Journals
  • M. Motamed, F. Nobile, R. Tempone, Analysis and computation of the elastic wave equation with random coefficients, Computers and Mathematics with Applications, Vol. 70, Issue 10, pp. 2454–2473, November 2015.​​​
Keywords:
uncertainty quantification, stochastic partial differential equations, elastic wave equation, regularity, collocation method, error analysis
Refereed Journals
  • 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. LawYous​sef M. MarzoukDimension-independent likelihood-informed MCMCsubmited to  arXiv:1411.3688v1, Nov. 2014
Keywords:
Dimension-independent likelihood-informed MCMC
  • T.M. van Opstal, P.T. Bauman,  S. Prudhomme, and E.H. van Brummelen, Goal-oriented model adaptivity for viscous incompressible flows, Computational Mechanics, Submitted (2014).
Keywords:
Goal-oriented model adaptivity for viscous incompressible flows
  • I. Mozolevski and S. Prudhomme, Goal-oriented error estimation based on equilibrated-flux reconstruction for finite element approximations of elliptic problems, Computer Methods in Applied Mechanics and Engineering, Accepted (2014). 
Keywords:
Finite element method; Goal-oriented estimates; Quantity of interest; Dual problem; Asymptotically-exact error estimates
Refereed Journals
  • A. Alabbasi, Z. Rezki, B. Shihada, Energy efficient scheme for cognitive radios utilizing softsen​sing in Proceedings IEEE  Wireless Communications and N etworking  Conference (WCN C'2014), Istanbul, Turkey, 6-9 April  2014.
Keywords:
Energy efficiency, Resource allocation, Spectrum sensing, Spectrum sharing
Conference Proceedings
  • F. Benkhelifa, Z. Rezki, M. Alouini, On the Low SNR Capacity of MIMO Fading Channels with Imperfect Channel State Information in Proceedings IEEE  International Symposium on Mod el­ ing  and  O ptimization in  Mobile,  Ad Hoc and  Wireless N etworks  ( Wi0 pt'2014 ), Hammamet, Tunisia, 12-16 May  2014. 
Keywords:
CSI-R, CSI-T, Ergodic capacity,MIMO, Rayleigh fading channel, Rician fading channel, channel estimation, low SNR
Conference Proceedings
  • A. Alabbasi, Z. Rezki, B. Shihada, Energy Efficiency and SINR Maximization Beamformers for Cognitive Radio Utilizing Sensing Information, Information Theory (ISIT), 2014 IEEE International Symposium on Information Theory (ISIT), Honolulu, 2014
Keywords:
Cognitive radio, MIMO, beamforming, energy efficiency, resource allocation, spectrum sensing, spectrum sharing
Conference Proceedings
  • L. Sboui, Z. Rezki, M. Alouini, On Energy Efficient Power Allocation for Power-Constrained Systems, in Proceedings IEEE  International Symposium on Personal,  Indoor and Mobile  Radio  Com­munications ( PIMRC'2014), Washington, DC, USA,  2-5 September 2014.
Keywords:
On Energy Efficient Power Allocation for Power-Constrained Systems
Conference Proceedings
  • A. Hyadi, Z. Rezki, A. K histi, M. Alouini, On the Secrecy Capacity of the Broadcast Wiretap Channel with Imperfect Channel State Information, in  Proceedings IEEE   Global Communications Conference  ( GLOBECOM )2014), Austin, TX,  USA,  8-12 December 2014.
Keywords:
On the Secrecy Capacity of the Broadcast Wiretap Channel with Imperfect Channel State Information
Conference Proceedings
  • Z. Rezki, B. Alomair, M. Alouini, On the Secrecy Capacity of the MISO Wiretap Channel under Imperfect Channel Estimation, Communication Theory Symposium​, Globecom 2014 
Keywords:
Secrecy capacity, imperfect channel estimation, on-off signaling, multiple antennas, artificial noise, beamforming.​
Conference Proceedings
  • F. Benkhelifa,  Z. Rezki,  M. Alouini, On the low SNR capacity of log-normal turbulence channels with full CSI, in Proceedings International Workshop  on Optical Wireless  communication ( IWOW'2014 ), Funchal, Madeira Island, Portugal, 17-19 September 2014.
Keywords:
Channel Capacity, Full CSI, Log-Normal Turbulence, Low SNR, On-Off Signaling
Conference Proceedings
  • Z. Rezki, A. Khisti, M. Alouini, Ergodic Secret Message Capacity of the Wiretap Channel with Finite-Rate Feedback, IEEE  Transactions on Wirel ess Communications, vol.13,  no.6,  pp.  3364-3379, June 2014.
Keywords:
ARQ feedback, Secrecy capacity, capacity of fading channels, high-SNR, low-SNR, proactive feedback
Refereed Journals
  • A. Alabbasi , Z. Rezki, B. Shihada, ​Energy Efficiency and SINR Maximization Beamformers for Spectrum Sharing With Sensing Information, IEEE  Transactions on  Wirel ess Communications, vol. 13,  no.  9, pp.  5095-5106,  September  2014.
Keywords:
Cognitive radio, MIMO, beamforming, energy efficiency, resource allocation, spectrum sensing, spectrum sharing
Refereed Journals
  • Z. Rezki, A. Khisti, and  M. - S.  Alouini, On the ergodic secrecy capacity of the wiretap channel under imperfect main channel estimation, IEEE  Transactions on Communications, vol.  62, no.  10, pp.  3652-3664,  October 2014 (Among Most Downloaded TCOM Papers  in  October 2014).​​
Keywords:
Secrecy capacity, imperfect channel estimation, on-off signaling
Conference Proceedings
  • Y. Shi, H. Bagci, and M. Lu, "On the Static Loop Modes in the Marching-on-in-Time Solution of the Time-Domain Electric Field Integral Equation", Antennas and Wireless Propagation Letters, IEEE  (Volume:13 ), 317 - 320, 2014.
Keywords:
Electric field integral equation, marching-on-in- time, numerical analysis, static loop modes, time domain
Refereed Journals
  • 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.
  • D. Gomes, R. Velho, M. T. Wolfram, Socio-economic applications of finite state mean field games.  To appear in Philosophical Transactions A.​
Keywords:
Finite state mean-field games, socio-economic models, numerical methods
Refereed Journals
  • D. Gomes, E. Pimentel, Local regularity for mean-field games in the whole space. To appear in Minimax Theory and its Applications.
Keywords:
Mean-field games, Hamilton-Jacobi equations, Fokker-Planck equation
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.
  • Marwen Zorgui, Zouheir Rezki, Basel Alomair and Mohamed-Slim Alouini, On the Diversity-Multiplexing Tradeoff of Secret-Key Agreement over Multiple-Antenna Channels, in  Proceedings IEEE   Allerton Conference on Communication;  Control  and Computing  ( Allerton )2014, Monticello, IL,  USA, 1-3 October 2014. 
Keywords:
Secret-key agreement, outage probability, high- power, diversity multiplexing tradeoff.
Conference Proceedings
  • 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
  • Lokman Sboui, Zouheir Rezki, and Mohamed-Slim Alouini, Achievable Rate of Spectrum Sharing Cognitive Radio Systems over Fading Channels at Low Power Regime IEEE  Transactions  on Wireless  Communications, vol.  13,  no.  11,  pp.  6461-6473, November 2014.​
Keywords:
Underlay Cognitive Radio, Achievable Rate, Low power regime, Nakagami fading, partial CSI feedback.
Refereed Journals
  • M. S. Goudiaby, M. L. Diagne and  Ben M. Dia, Solution to a Riemann Problem at the Junction of Two Reaches,  CARI 2014
Keywords:
Riemann problem, Saint-Venant equations, hyperbolic systems, open canal network.
Conference Proceedings
  • Ben M. Dia,  Leon M. S. Tine and Ababacar Diagne, A generalized finite difference scheme for the 2-D shallow water equations, CARI 2014.
Keywords:
Finite difference, Shallow water equations, Stability analysis
Conference Proceedings
  • 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
  • Lokman Sboui, Hakim Ghazzai, Zouheir Rezki, and Mohamed-Slim Alouini, On the Throughput of a Relay-Assisted Cognitive Radio MIMO Channel with Space Alignment, in Proceedings IEEE  International Symposium on Mod eling and Optimization in  Mobile,  Ad  Hoc and  Wireless  N etworks  ( Wi0 pt'2014 ), Hammamet, Tunisia, 12-16 May  2014.     
Keywords:
MIMO space alignment , underlay cognitive radio, successive interference cancellation, amplify-and-forward relay.
Conference Proceedings
  • I. Sraj, M. Iskandarani, C. Thacker, A. Srinivasan, O.M. Knio "Drag Parameter Estimation Using Gradients and Hessian from a Polynomial Chaos Model Surrogate" Monthly Weather Review 142, 933-941, 2014.
Keywords:
Atmosphere-ocean interaction, Hurricanes, Ocean circulation, Bayesian methods, Inverse methods, Optimization
Refereed Journals
  • L. Tamellini, O. Le Maître and A. Nouy, Model reduction based on Proper Generalized Decomposition for the stochastic steady incompressible Navier-Stokes equations, SIAM J. Sci. Comp., (in press)
Keywords:
Uncertainty Quantification, Stochastic Navier-Stokes equations, Galerkin method, Model Reduction, Reduced Basis
Refereed Journals
  • V.V. Garg, S. Prudhomme, K.G. van der Zee, and G.F. Carey, Adjoint-Consistent Formulations of Slip Models for Coupled Electroosmotic Flow SystemsAdvanced Modeling and Simulation in Engineering Sciences 2014 2:15.
Keywords:
adjoint techniques, electroosmosis, microfluidics, slip boundary conditions
Refereed Journals
  • Hakim Ghazzai, Elias Yaacoub, Mohamed-Slim Alouini, and Adnan Abu-Dayya, Optimized Smart Grid Energy Procurement for LTE Networks Using Evolutionary Algorithms, IEEE Transactions on Vehicular Technology, vol. 63, no. 9, Nov. 2014​
Keywords:
Green Network, Energy Efficiency, BS Sleeping Strategy, Smart Grid, Evolutionary Algorithms
Refereed Journals
  • D. Gomes and S. Patrizi, Obstacle mean field game problemTo appear in Interfaces and Free Boundaries.​
Keywords:
Mean-field games, obstacle problem, variational inequalities
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
  •  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
  • R. Ferreira and D. Gomes, On the convergence of finite state mean-field games through Gamma-convergence. J. Math. Anal. Appl. 418 (2014), no. 1, 211–230.
Keywords:
Finite state mean-field games, Gamma-convergence, calculus of variations
Refereed Journals
  • Tomas Rebollo Chacon and Ben Mansour Dia, A variational Multi-Scale method  with spectral approximation of the sub-scales, ECCOMAS (2014)

Keywords:
Multiscale Method, Galerkin Method, Stabilization
Conference Proceedings
  • Ben Mansour Dia ''Exponential Stability of Shallow water Equations with Time Arbitrary Time Dependent Action''  Int.  J.  Dynam. Control (2014)

Keywords:
Shallow water equations, Feedback control, Lyapunov stability, Riemann invariants
Refereed Journals
  • 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
  • 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
  • Abdoul Karim Cisse and Hamidou Tembine,  Cooperative Mean-Field Type Games, 19th World Congress of the International Federation of Automatic Control (IFAC), Cape Town, South Africa, 24-29 August 2014

Keywords:
cooperation, mean field type games
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
  • 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
  • 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
  • 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
  • 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
  • Zouheir Rezki and Mohamed-Slim Alouini, On the  Outage Capacity of the  Block  Fading Channel at Low-Power Regime, in Proceedings International Symposium on Information Theory  ( ISIT '2014),  Hanolulu, HI, USA,  June 29-July 4 2014.
Keywords:
Outage capacity, low-power, block-fading chan- nels, CSI-TR.
Conference Proceedings
  • D. Gomes H. Sanchez-Morgado, On the stochastic Evans-Aronsson problem, Transactions of the AMS. 366 (2014), no. 2, 903-929. 

Keywords:
Stochastic Evans-Aronsson, Mean-field games, Non-coercive variational problems
Refereed Journals
  • D. Gomes, J. SaudeMean field games models—a brief survey. Dyn. Games Appl. 4 (2014), no. 2, 110–154.
Keywords:
Mean field games, mean-field methods, differential games
Refereed Journals
  • D. Gomes, S. Patrizi and V. Voskanyan, On the existence of stationary solutions of extended mean-field games. D. Gomes, S. Patrizi and V. Voskanyan. Nonlinear Analysis: Theory, Methods & Applications, Volume 99, April 2014, Pages 49–79


Keywords:
Extended mean field games, Stationary mean-field games
Refereed Journals
  • D. Gomes,  L. Nurbekyan, On the minimizers of Calculus of Variations problems in Hilbert Spaces,

    To appear in Calculus and Variations and Partial Differential Equations.


Keywords:
Calculus of Variations, Hilbert Spaces, Minimizers
Refereed Journals
  • M. Schick, V. Heuveline and O.P. Le Maître, A Newton-Galerkin method for fluid flow exhibiting uncertain periodic dynamics, J. Uncertainty Quantification, SIAM-ASA Journal of Uncertainty Quantification, Vol 2, pp. 153-173, (2014).
Keywords:
uncertainty quantification, stochastic limit-cycle, stochastic Navier-Stokes equations, stochastic period, polynomial chaos, long term integration
Refereed Journals
  • Fatma Benkhelifa, Abdoulaye Tall, Zouheir Rezki, Mohamed-Slim Alouini, On the Low SNR Capacity of MIMO Fading Channels with Imperfect Channel State Information, IEEE   Transactions  on  Communications, vol. 62, no.  6, pp.  1921-1930, June 2014 (Among Most Downloaded TCOM Papers  in  June 2014).
Keywords:
Ergodic capacity, MIMO, CSI-T, CSI-R, channel estimation, Rayleigh fading channel, Rician fading channel, low SNR.
Refereed Journals
  • Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini, Capacity of the Cascaded Fading Channel in the Low Power Regime, in  Proceedings  IEEE   Wireless  Communications  and  Networking   Conference ( WCN C'2014 ), Istanbul, Turkey,  6-9 April  2014.​
Keywords:
Cascaded fading channel, ergodic capacity, low SNR, RF, FSO, Rayleigh-Product fading, Gamma-Gamma distribution.
Conference Proceedings
  • 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
  • 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
  • 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
  • Z. Rezki, and M. - S. Alouini, On the Capacity of Multiple Access and Broadcast Fading Channels with Full Channel State Information at Low SNR, IEEE  Transactions  on Wireless  Communications, vol.  13,  no.  1,  pp.  464-475,  January 2014.
Keywords:
Multi-access, broadcast, ergodic capacity, capacity region, low-SNR, low power, fading channel, on-off signaling.
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
  • 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
  • K. J. H. Law. Proposals Which Speed-Up Function-Space MCMC. Journal of Computational and Applied Mathematics, 262, 127-138 (2014).
Keywords:
Statistics - Methodology, Mathematics - Dynamical Systems, Physics - Data Analysis, Statistics and Probability
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
  • 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
  • ​ 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
  • 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
  • J. Beck, F. Nobile, L. Tamellini, R. Tempone,  Convergence of quasi-optimal stochastic Galerkin methods for a class of PDEs with random coefficientsComputers & Mathematics with Applications. Volume 67, Issue 4, March 2014, Pages 732–751.
Keywords:
Uncertainty Quanti
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. Kiessling and R. Tempone Computable 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
  • Hakim Ghazzai, Elias Yaacoub, Mohamed-Slim Alouini, Adnan Abu Dayya​, "Smart grid energy procurement for green LTE cellular networks", Green Networking and Communications: ICT for Sustainability, 2013
Keywords:
LTE networks, smart grid
  • Nowak, W., Litvinenko, A. Kriging and Spatial Design Accelerated by Orders of Magnitude: Combining Low-Rank Covariance Approximations with FFT-Techniques, Mathematical Geosciences, Vol. 45, Num. 4, pp 411--435, Springer 2013.​​​
Keywords:
Low-rank tensor approximation, Spectral methods, Efficient geostatistical estimation, Geostatistical optimal design
Refereed Journals
  • Q. Long, M. Scavino, R. Tempone and S. Wang, A projection method for under determined optimal experimental designs, 11th International Conference On Structural Safety & Reliability, Jun. 16-20, 2013, Columbia University, New York, USA.
Keywords:
A projection method for under determined optimal experimental designs
Conference Proceedings
  • F. Nobile and R. Tempone”Collocation approaches for forward uncertainty propagation in PDE models with random input data”, Oberwolfach Report: Workshop Numerical Methods for PDE Constrained Optimization with Uncertain Data , March 2013.
Keywords:
Collocation approaches for forward uncertainty propagation in PDE models with random input data
  • Lokman Sboui, Zouheir Rezki, and Mohamed-Slim Alouini, A Unified Framework for the Ergodic Capacity of Spectrum Sharing Cognitive Radio Systems, Wireless Communications, IEEE Transactions on  (Volume:12 ,  Issue: 2 ), 2013.
Keywords:
Underlay cognitive radio, Spectrum sharing, Ergodic capacity, Imperfect CSI, On-off scheme.
Refereed Journals
  • Lokman Sboui, Hakim Ghazzai, Zouheir Rezki, and Mohamed-Slim Alouini, Achievable Rate of Cognitive Radio Spectrum Sharing MIMO Channel with Space Alignment and Interference Temperature Precoding, IEEE International Conference on Communications 2013 (ICC’13, Budapest, Hungary).
Keywords:
Achievable Rate, Underlay Cognitive Radio, Spectrum Sharing, Space alignment Interference Alignment, Successive Interference Cancellation.
Conference Proceedings
  • I. Sraj, M. Iskandarani, A. Srinivasan, W.C. Thacker, J. Winokur, A. Alexanderian, C.-Y. Lee, S.S. Chen, O.M. Knio "Bayesian Inference of Dependence of Drag Coeficient on Wind Speed using AXBT data from Typhoon Fanapi" Mon. Wea. Rev. 141, 2347-2367, (2013)
Keywords:
Bayesian Inference of Dependence of Drag Coeficient on Wind Speed using AXBT data from Typhoon Fanapi
Refereed Journals
  • F. Rizzi, R. Jones, B.J. Debusschere, O.M. Knio  "Uncertainty Quanti fication in MD simulations of concentration driven ionic flow through a silica nanopore. Part I: sensitivity to physical parameters of the pore" J. Chem. Phys., 138, 194104, (2013).
Keywords:
Uncertainty Quanti fication in MD simulations of concentration driven ionic flow through a silica nanopore. Part I: sensitivity to physical parameters of the pore
Refereed Journals
  • F. Rizzi, R. Jones, B.J. Debusschere, O.M. Knio  "Uncertainty quanti fication in MD simulations of concentration driven ionic flow through a silica nanopore. Part II: uncertain potential parameters" J. Chem. Phys. 138, 194105, (2013).
Keywords:
Uncertainty quantifi cation in MD simulations of concentration driven ionic flow through a silica nanopore. Part II: uncertain potential parameters
Refereed Journals
  • J. Winokur, P. Conrad, I. Sraj, O.M. Knio, A. Srinivasan, W.C. Thacker, Y. Marzouk, Mohamed Iskandarani "A Priori Testing of Sparse Adaptive Polynomial Chaos Expansions Using an Ocean General Circulation Model Database" Comput. Geosci. 17, 899-911, (2013).
Keywords:
Uncertainty quantification, Polynomial chaos, Sparse Smolyak quadrature, Adaptive sampling, Ocean modeling
Refereed Journals
  • D. Gomes L. Nurbekyan, Weak KAM theory in the d-infinite dimensional torus. Submitted
Keywords:
Weak KAM theory in the d-infinite dimensional torus
  • K. Sirenko, Y. Sirenko, and H. Bagci, "Exact absorbing boundary conditions for periodic diffraction gratings: Rigorous derivation and implementation in Discontinuous Galerkin time domain method", under review.

Keywords:
Exact absorbing boundary conditions for periodic diffraction gratings: Rigorous derivation and implementation in Discontinuous Galerkin time domain method
  • H. Arda Ülkü, Ignace Bogaert, Kristof Cools, Francesco P. Andriulli, and Hakan Bagci, "Mixed discretization of the time domain MFIE at low frequencies", under review.
Keywords:
Mixed discretization of the time domain MFIE at low frequencies
  • K. Miki, M. Panesi, and S. Prudhomme, Systematic validation of non-equilibrium thermochemical models using Bayesian inference, Journal of Computational Physics, Submitted (2013).
Keywords:
Parameter identification, inverse problem, Nitrogen ionization, Bayesian inference, covariance matrix, stochastic modeling
  • C.M. Bryant, S. Prudhomme, and T. Wildey, Error decomposition and adaptivity for response surface approximations from PDES with parametric uncertainty, SIAM Journal on Uncertainty Quantification, Submitted (2013).
Keywords:
A posteriori error estimation, adjoint problem, quantities of interest, adaptive method.
  • V.V. Garg and S. Prudhomme, Estimation of boundary fluxes for boundary-value problems approximated by penalty methods, SIAM Journal on Numerical Analysis, Submitted (2013).
Keywords:
Penalty method, Finite Element method, error analysis, adjoints.
  • Chang Wang, K. J. H. Law, Panayotis. G. Kevrekidis, and Mason A. Porter, Dark Solitary Waves in a Class of Collisionally Inhomogeneous Bose-Einstein Condensates. Physical Review A 87 023621 (2013).
Keywords:
Bose-Einstein Condensates, dark solitons
Refereed Journals
  • Litvinenko, Alexander and Matthies, HermannG. and El-Moselhy, Tarek A., "Sampling and Low-Rank Tensor Approximation of the Response Surface", Monte Carlo and Quasi-Monte Carlo Methods 2012, Springer Proceedings in Mathematics & Statistics Volume 65, 2013, pp 535-551

Keywords:
Low-rank response surface, update of surrogate, PCE, low-rank update, uncertainties in aerodynamics, uncertainty quantification
Refereed Journals
  • A.

    Litvinenko and H. G. Matthies, Numerical Methods for Uncertainty Quantification and Bayesian update in Aerodynamics. Chapter in the book Management and Minimisation of Uncertainties and Errors in Numerical Aerodynamics, pp. 267-283, Editors: B. Eisfeld, H. Barnewitz, W. Fritz, F. Thiele, Springer, 2013

Keywords:
Numerical Methods for Uncertainty Quantification and Bayesian update in Aerodynamics
  • Bojana V. Rosić, Anna Kučerová, Jan Sýkora, Oliver Pajonk, Alexander Litvinenko, Hermann G. Matthies, Parameter Identification in a Probabilistic Setting. Engineering Structures, Volume 50, Pages 179–196, May 2013.

Keywords:
Parameter identification, Non-Gaussian Bayesian update, Linear Bayes, Kalman filter, Polynomial chaos
Refereed Journals
  • F. Cagnetti, D. Gomes, H. Tran, Adjoint methods for obstacle problems and weakly coupled systems of PDE,

    ESAIM COCV. Volume 19, issue 03, July 2013. DOI 10.1051/cocv/2012032.

Keywords:
Adjoint methods, cell problems, Hamilton − Jacobi equations, obstacle problems, weakly coupled systems, weak KAM theory
Refereed Journals
  • D. Gomes, J. Mohr and R. Sousa, Continuous time finite state space mean-field games, 

    Appl. Math. and Opt., Volume 68, Issue 1 (2013), pp 99-143.

Keywords:
Finite state mean-field games, mean field games, mean field limit
Refereed Journals
  • D. Gomes, G. Terrone , Aubry-Mather theory for discontinuous Lagrangians,  To appear NoDEA. DOI: 10.1007/s00030-013-0243-0.


Keywords:
Discontinuous Lagrangians, Action minimizing measures, Hamilton–Jacobi equations, Viscosity solutions
Refereed Journals
  • F. Cagnetti, D. Gomes, H. Mitake, and H. Tran, A new method for large time behavior of degenerate viscous Hamilton–Jacobi equations with convex Hamiltonians, 

    Annales de l’Institut Henri Poincare. DOI 10.1016/j.anihpc.2013.10.005.

Keywords:
Large-time behavior, Hamilton–Jacobi equations, Degenerate parabolic equations, Nonlinear adjoint methods, Viscosity solutions
Refereed Journals
  • D. Gomes, V. Voskanyan, Extended mean field games. To appear SIAM J. Cont. and Opt.

Keywords:
mean field games, random variables, velocity field dependence
Refereed Journals
  • J.-W. Kim, D. Kim, W.B. Lindquist, A re-examination of throats, Water Resour. Res., Volume 49, Issue 11, pp 7615–7626, 2013

Keywords:
porous media, throats, drainage, pore networks
Refereed Journals
  • D. Kim and W.B. Lindquist, Effects of network dissolution changes on pore-to-core upscaled reaction rates for kaolinite and anorthite reactions under acidic conditions, Water Resour. Res., Volume 49, Issue 11, pp 7575–7586, 2013

Keywords:
upscaling, reaction rates, network flow models, dissolution
Refereed Journals
  • Alexander Litvinenko, Hermann G. Matthies, Inverse problems and uncertainty quantification, Submitted on 18 Dec 2013, under revision.
Keywords:
uncertainty quantification, inverse problems, quadratic Bayesian update, PCE, update of polynomial chaos expansion, Lorenz 84 with uncertainties
  • Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini, On the Low SNR Capacity of Maximum Ratio Combining over Rician Fading Channels with Full Channel State Information, IEEE Wireless Communications Letters, vol.2, no.2, pp.191,194, April 2013.
Keywords:
Ergodic capacity, MRC, Rician fading channel, on-o ff signaling.
Refereed Journals
  • P. Sochala, O.P. Le Maître. Polynomial Chaos expansion for subsurface flows with uncertain soil parameters. Advances in Water Resources, Volume 62, Part A, December 2013, Pages 139-154
Keywords:
Uncertainty quantification, Global sensitivity analysis, Polynomial Chaos expansions, Richards’ equation, Non-intrusive spectral decomposition
Refereed Journals
  • A. Alexanderian, F. Rizzi, M.Rathinam, O.P. Le Maître and O.M. Knio. Preconditioned Bayesian Regression for Stochastic Chemical Kinetics, Journal of Scientific Computing, 58:3, pp. 592-626, (2014).
Keywords:
Polynomial chaos, Bayesian regression, Preconditioner, Stochastic simulation algorithm, Chemical kinetics
Refereed Journals
  • Rebecca E. Morrison, Corey M. Bryant, Gabriel Terejanu, Serge Prudhomme, Kenji Miki. Data partition methodology for validation of predictive models. Computers & Mathematics with Applications, Volume 66, Issue 10, December 2013, Pages 2114–2125.
Keywords:
Cross-validation, Calibration, Parameter estimation, Inverse problems, Quantity of interest
Refereed Journals
  • Q. Zhu, H. Tembine, and T. Basar. Evolutionary games for multiple access control. Advances in Dynamic Game Theory and Applications, Annals of Dynamic Games, vol. 12, Birkhäuser, 2013, pp. 39-72.
Keywords:
Evolutionary Games, Multiple Access Control in Wireless Networks
Refereed Journals
  • Q. Zhu, H. Tembine, and T. Basar. Hybrid learning in stochastic games and its applications in network security. In F. L. Lewis, D. Liu (Eds.) Reinforcement Learning and Approximate Dynamic Programming for Feedback Control, Series on Computational Intelligence, IEEE Press/Wiley, 2013, chapter 14, pp. 305-329
Keywords:
Strategic Learning, Hybrid systems, Game Theory, Network Security
  • H. Tembine, D. Bauso, T. Basar, Robust linear quadratic mean-field games in crowd-seeking social networks. Proceedings of the 52nd IEEE Conf. on Decision and Control, pp. 3134-3139, December 10-13, 2013, Firenze, Italy.Control (Accepted), 2013.
Keywords:
Crowd-seeking social networks, robust mean-field games
Conference Proceedings
  • T. W. Neely, A. S. Bradley, E. C. Samson, S. J. Rooney, E. M. Wright, K. J. H. Law, R. Carretero-González, P. G. Kevrekidis, M. J. Davis, and B. P. Anderson, "Characteristics of two-dimensional quantum turbulence in a compressible superfluid", Phys. Rev. Lett. 111, 235301 (2013) [6 pages]
Keywords:
2d quantum turbulence, inverse energy cascade, BEC, compressible superfluid
Refereed Journals
  • A. C. Yucel, Y. Liu, H. Bagci, and E. Michielssen, A fast-multipole domain decomposition integral equation solver for characterizing electromagnetic wave propagation in mine environments, in Proc. USNC/URSI National Radio Sci. Meet., July 2013.
Keywords:
A fast-multipole domain decomposition integral equation solver for characterizing electromagnetic wave propagation in mine environments
Conference Proceedings
  • I. E. Uysal, H. A. Ulku, H. Bagci, A PMCHWT surface integral equation solver for analyzing transient plasmonic interactions, in Proc. Progress in Electromagnetics Research Symposium (PIERS), Aug. 2013
Keywords:
A PMCHWT surface integral equation solver for analyzing transient plasmonic interactions
Conference Proceedings
  • S. Bin Sayed, H. A. Ulku, H. Bagci, A stable and explicit MOT solver for the time domain volume electric field integral equation, in Proc. Progress in Electromagnetics Research Symposium (PIERS), Aug. 2013.
Keywords:
A stable and explicit MOT solver for the time domain volume electric field integral equation
Conference Proceedings
  • H. A. Ulku, H. Bagci, Stability analysis of predictor-corrector based quasi-explicit MOT-TDIE solvers, in Proc. Progress in Electromagnetics Research Symposium (PIERS), Aug. 2013.
Keywords:
Stability analysis of predictor-corrector based quasi-explicit MOT-TDIE solvers
Conference Proceedings
  • H. A. Ulku and H. Bagci, Explicit marching on-in-time solution of the mixed-discretized time domain magnetic field integral equation at low frequencies, in Proc. Applied Computational Electromagnetics Society (ACES) Conference, Mar. 2013.
Keywords:
Explicit marching on-in-time solution of the mixed-discretized time domain magnetic field integral equation at low frequencies
Conference Proceedings
  • K. Sirenko, Y. Sirenko, and H. Bagci, Exact absorbing boundary conditions for numerical modeling of 3-D diffraction gratings, in Proc. Int. Symp.
    Electromagnetic. Theory (EMTS), May 2013.
Keywords:
Exact absorbing boundary conditions for numerical modeling of 3-D diffraction gratings
Conference Proceedings
  • H. A. Ulku, H. Bagci, and E. Michielssen, Explicit solution of Calderon preconditioned time domain integral equations, in Proc. IEEE Int. Symp.
    Antennas Propag., July 2013.
Keywords:
Explicit solution of Calderon preconditioned time domain integral equations
Conference Proceedings
  • K. Sirenko, Y. Sirenko, and H. Bagci, Accurate characterization of 3D diffraction gratings using time domain discontinuous Galerkin method with exact absorbing boundary conditions, in Proc. IEEE Int. Symp. Antennas Propag., July 2013.
Keywords:
Accurate characterization of 3D diffraction gratings using time domain discontinuous Galerkin method with exact absorbing boundary conditions
Refereed Journals
  • Y. Shi, H. Bagci, and M. Lu, On spurious resonant modes in the MOT solution of time domain EFIE, in Proc. IEEE Int. Symp. Antennas Propag., July 2013.
Keywords:
On spurious resonant modes in the MOT solution of time domain EFIE
Conference Proceedings
  • Y. Shi, H. Bagci, M. Lu, B. Shanker, and E. Michielssen, Quasi-exact evaluation of time domain MFIE MOT matrix elements, in Proc. IEEE Int.
    Symp. Antennas Propag., July 2013.
Keywords:
Quasi-exact evaluation of time domain MFIE MOT matrix elements
Conference Proceedings
  • M. A. Salem and H. Bagci, Electromagnetic scattering of a vector Bessel beam in the presence of an impedance cone, in Proc. IEEE Int. Symp.
    Antennas Propag., July 2013.
Keywords:
Electromagnetic scattering of a vector Bessel beam in the presence of an impedance cone
Conference Proceedings
  • A. C. Yucel, H. Bagci, and E. Michielssen, Statistical characterization of electromagnetic wave propagation in mine environments, Antennas and Wireless Propagation Letters, IEEE,   Volume:12, 1602 - 1605, 2013.
Keywords:
Fast Fourier transform and fast multipole, method (FMM-FFT), frequency-domain analysis, integral equations, multi-element (ME), probabilistic collocation (PC), uncertainty quantification, wave propagation in mine environments
Refereed Journals
  • H. A. Ulku, H. Bagci, and Eric Michielssen, Explicit solution of the time domain magnetic field integral equation using a predictor-corrector scheme, IEEE Trans. Antennas Propag., vol.61, no.8, pp. 4120-4131, August 2013.
Keywords:
Explicit solvers, magnetic field integral equation (MFIE),marching on-in-time (MOT), predictor-corrector scheme, stability analysis, time-domain analysis, transient analysis
Refereed Journals
  • H. Tembine, R. Tempone, P. Vilanova, Mean-field learning for satisfactory solutions, In proceedings of the 52nd IEEE Conference on Decision and Control, pp. 4871-4876, December 10-13, 2013, Firenze, Italy.
Keywords:
Mean field learning, satisfactory solution, speedup learning, convergence time
Conference Proceedings
  • Ben Mansour Dia, Jesper Oppelstrup, Boundary feedback control of 2D shallow water equations, International Journal of Dynamics and Control, volume 1, pages 41-53,  2013.

Keywords:
2-D shallow water equations , Water management, Boundary control, Symmetrization
Refereed Journals
  • M. M. Fareed and M. -S. Alouini, Efficient incremental relaying, in Proceedings IEEE International Symposium on Information Theory (ISIT'2013), Istanbul, Turkey, July 2013.
Keywords:
Wireless relays, Spectral Efficiency
Conference Proceedings
  • Håkon Hoel, Erik von Schwerin, Raul Tempone, and Anders Szepessy,  "Implementation and analysis of an adaptive multilevel Monte Carlo algorithm",

    Monte Carlo Methods and Applications. Volume 20, Issue 1, Pages 1–41, ISSN (Online) 1569-3961, ISSN (Print) 0929-9629, DOI: 10.1515/mcma-2013-0014, November 2013

Keywords:
Computational finance, Monte Carlo, multilevel, adaptivity, weak approximation, error control, Euler--Maruyama method, a posteriori error estimates, backward dual functions, adjoints
Refereed Journals
  • A. Douik, S. Sorour, M. -S. Alouini, and T. Al-Naffouri, Delay reduction in lossy intermittent feedback for generalized instantly decodable network coding, in Proceedings 9th IEEE International Conference on Wireless and Mobile Computing, Networking, and Communications (WiMob'2013), Lyon, France, October 2013.
Keywords:
Multicast Channels, Lossy Intermittent Feedback, Minimum Decoding Delay, Maximum Weight Clique Problem.
Conference Proceedings
  • Lokman Sboui, Zouheir Rezki, Mohamed-Slim Alouini, Improving the Throughput of Cognitive Radio Networks Using the Broadcast Approach, in Proc. IEEE Global Communications Conference (GLOBECOM'2013), Atlanta, Georgia, December 2013
Keywords:
Underlay cognitive radio, achievable rate, broadcast approach, quantized CSI, fading channels.
Conference Proceedings
  • Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini, Effective capacity of Nakagami-m fading channels with full channel state information in the low power regime, Proceedings 23th IEEE Personal, Indoor, and Mobile Radio Communication Conference (PIMRC'2013)
Keywords:
E ffective capacity, QoS, Nakagami-m, on-o ff scheme, low SNR
Conference Proceedings
  • Z. Rezki and M. -S. Alouini, On the capacity of multiple access and broadcast fading channels with full channel state information at low power regime, in Proceedings IEEE International Symposium on Information Theory (ISIT'2013), Istanbul, Turkey, July 2013
Keywords:
Multi-access, broadcast, ergodic capacity, capacity region, low-SNR, low power, fading channel, on-off signaling
Conference Proceedings
  • M. A. Iglesias, K. J. H. Law and A. M. Stuart. Ensemble Kalman Methods for Inverse Problems.  Inverse Problems 29 045001 (2013)
Keywords:
Filters, Numerical simulation, solution of equations, Velocity measurements, Inverse problems, Data analysis: algorithms and implementation
Refereed Journals
  • M. Dashti, K. J. H. Law, A.M. Stuart and J. Voss.  Map Estimators for Bayesian Nonparametrics.  Inverse Problems, 29 095017 (2013).
Keywords:
Probability, Bayesian non-parametrics, Inverse problems
Refereed Journals
  • D. Bloemker, K. J. H. Law, A.M. Stuart, and K. Zygalakis. Accuracy and Stability of The Continuous Time 3DVAR Filter for The Navier-Stokes Equation.  Nonlinearity 26 2193 (2013).

Keywords:
Probability, Analysis of PDEs, Optimization and Control
Refereed Journals
  • Marco A. Iglesias, K. J. H. Law, and Andrew M. Stuart. Evaluation of Gaussian approximations for data assimilation in reservoir models. Computational Geosciences, 17:5, 851-885 (2013).
Keywords:
Data assimilation, Reservoir characterization, Uncertainty quantification, Inverse modelling
Refereed Journals
  • Hamza Soury, Ferkan Yilmaz, and Mohamed-Slim Alouini, Exact Symbol Error Probability of Square M-QAM Signaling over Generalized Fading Channels subject to Additive Generalized Gaussian Noise, in Proceedings IEEE International Symposium on Information Theory (ISIT'2013), Istanbul, Turkey, July 2013
Keywords:
Symbol error probability, quadrature amplitude modulation, additive generalized Gaussian noise, generalized Gaussian Q-function, Laplacian noise, generalized composite fading channels, extended generalized-K fading, generalized-K fading
Conference Proceedings
  • A. M. Sharoa, H. Ghazzai, and M. -S. Alouini, A genetic algorithm for multiple relay selection in two-way relaying cognitive radio networks, Proceedings IEEE Vehicular Technology Conference (VTC Fall'2013), Las Vegas, Nevada, USA, September 2013
Keywords:
Cooperative cognitive radio network, two-way relaying, genetic algorithm
Conference Proceedings
  • H. Ghazzai, E. Yacoub, M. -S. Alouini, and  A. Abu-Dayya, Performance of Green LTE networks powered by the smart grid with time varying user density, Proceedings IEEE Vehicular Technology Conference (VTC Fall'2013), pp. , Las Vegas, Nevada, USA, September 2013.
Keywords:
Green communication, procurement model, energy saving, sleeping strategy, smart grid
Conference Proceedings
  • M. Ben Jillali, A. Hyadi, D. B. da Costa, and M. -S. Alouini, Performance analysis of cognitive multihop relaying with M-QAM detect-and-forward in Nakagami-m fading channels, in Proceedings 23th IEEE Personal, Indoor, and Mobile Radio Communication Conference (PIMRC'2013)}, London, UK, September 2013.
Keywords:
Multihop Regenerative Relaying, Spectrum Sharing, 𝑀-QAM, Nakagami-𝑚 fading Channels.
Conference Proceedings
  • A. Hyadi, E. Driouch, W. Ajib, and M. -S. Alouini, Overlay cognitive radio systems with adaptive two-way relaying, in Proc. IEEE Global Communications Conference (GLOBECOM'2013), Atlanta, Georgia, November 2013
Keywords:
Two-Way Relaying, Overlay Cognitive Network, Outage Probability, Power Allocation, Adaptive Relaying.
Conference Proceedings
  • Björk, T.; Szepessy, A.; Tempone, R.; Zouraris, G. E. Monte Carlo Euler approximations of HJM term structure financial models. BIT 53 (2013), no. 2, 341–383.

Keywords:
HJM model, Option price, Bond market, Stochastic differential equations, Monte Carlo methods, A priori error estimates, A posteriori error estimates
Refereed Journals
  • Y. Shie, H. Bagci, and M. Lu. On the Internal Resonant Modes in Marching-on-in-Time Solution of the Time Domain Electric Field Integral Equation. IEEE Trans. Antennas Propag., vol.61, no.8, pp. 4389-4392, August 2013.
Keywords:
Electric field integral equation, time domain, marching-on-in-time, null space, internal resonant modes, numerical analysis
Refereed Journals
  • M. A. Salem and H. Bagci. The behavior of obliquely incident vector Bessel beams at planar interfaces. J. Opt. Soc. Am. A, vol. 30, no. 6, pp. 1172-1178, June 2013.
Keywords:
Bessel beams, localized electromagnetic wave propagation, planar interface
Refereed Journals
  • A. C. Yucel, H. Bagci, and E. Michielssen. An Adaptive Multi-Element Probabilistic Collocation Method For Statistical EMC/EMI Characterization. IEEE Transactions on Electromagnetic Compatibility, 13 June 2013.
Keywords:
Adaptive algorithm, electromagnetic compatibility and interference (EMC/EMI), generalized polynomial chaos (gPC), multi-dimensional integral, multi-element (ME), probabilistic collocation (PC), sparse grid (SG), tensor product (TP), tolerance analysis
Refereed Journals
  • ​Alonso Silva, Hamidou Tembine, Eitan Altman, Merouane Debbah, Optimum and equilibrium in assignment problems with congestion: mobile terminals association to base stations, IEEE Transactions on Automatic Control, 2013
Keywords:
optimal transport theory, static mean field game, optimal placement, cell formation
Refereed Journals
  • Xin Luo, Hamidou Tembine, Evolutionary Coalitional Games for Random Access Control, In Proceedings of 32nd IEEE International Conference on Computer Communications, INFOCOM miniconference, April 14-19, 2013 - Turin, Italy.
Keywords:
evolutionary coalitional games, coalitional CODIPAS learning, group-formation, evolutionarily stable coalitional structure
Conference Proceedings
  • Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini, Low SNR Capacity of FSO Links over Gamma-Gamma Atmospheric Turbulence ChannelsIEEE Communications Letters, vol.17, no.6, pp.1264,1267, June 2013.
Keywords:
Gamma-Gamma distribution, ergodic capacity, water filling, On-Off power control, low SNR.
Refereed Journals
  • Lokman, Sboui; Rezki, Zouhair; Alouini, Mohamed-Slim, Capacity of Spectrum Sharing Cognitive Radio Systems over Nakagami Fading Channels at Low SNR, IEEE International Conference on Communications 2013 (ICC’13, Budapest, Hungary).
Keywords:
Underlay Cognitive Radio, Ergodic Capacity, Spectrum Sharing, Low SNR, Nakagami fading, Interference and Power constraints.
Conference Proceedings
  • Migliorati, G.; Nobile, F.; von Schwerin, E.; Tempone, R. Approximation of quantities of interest in stochastic PDEs by the random discrete L2 projection on polynomial spaces. SIAM J. Sci. Comput., 35(3), A1440-A1460, 2013​

Keywords:
PDE stochastic data, discrete least squares, polynomial approximation
Refereed Journals
  • Julio E. Castrillon-Candas, Jun Li, Victor Eijkhout. A discrete adapted hierarchical basis solver for radial basis function interpolation. BIT Numerical Mathematics, Volume 53, Issue 1 (2013), Page 57-86
Keywords:
Radial basis function, Interpolation, Hierarchical basis, Integral equations, Fast summation methods, Stable completion, Lifting, Generalized least squares, Best linear unbiased estimator
Refereed Journals
  • K. Sirenko, M. Liu, and H. Bagci. Incorporation of exact boundary conditions into a discontinuous Galerkin finite element method for accurately solving 2D time-dependent Maxwell equations. IEEE Transactions on Antennas and Propagation,  Vol 61, Issue 1, Page 472-477, 2013.
Keywords:
Exact absorbing boundary conditions, numerical analysis, time domain analysis, time domain discontinuous Galerkin finite element method, waveguides
Refereed Journals
  • Motamed, Mohammad; Nobile, Fabio; Tempone, Raúl A stochastic collocation method for the second order wave equation with a discontinuous random speed. Numer. Math., Vol. 123, No. 3, p. 493-536, 2013. 

Keywords:
Stochastic PDEs, Uncertainty Quantification, Sparse Grids, Wave Equation, Numerical Analysis
Refereed Journals
  • Long, Quan; Scavino, Marco; Tempone, Raúl; Wang, Suojin Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations. Comput. Methods Appl. Mech. Engrg. 259 (2013), 24–39.

    ​​​​
Keywords:
Bayesian statistics, Information gain, Laplace approximation, Monte Carlo sampling, Sparse quadrature, Uncertainty quantification, Experimental design
Refereed Journals
  • P. Ubaidulla, M. -S. Alouini, and S. Aissa, Cognitive relaying and power allocation under channel state uncertainties, In Proc. IEEE Wireless Communications and Networking Conference (WCNC 2013), Shanghai, China, April 2013.
Keywords:
Cognitive radio, convex optimization
Conference Proceedings
  • P. Ubaidulla, M. -S. Alouini, and S. Aissa, Multi-pair cognitive two-way relaying and power allocation under imperfect CSI, In proceedings IEEE Vehicular Technology Conference (VTC Spring'2013), Dresden, Germany, June 2013.
Keywords:
Cognitive radio, convex optimization
Conference Proceedings
  • J. Qi, S. Aissa, and M. -S. Alouini, Multi-hop amplify-and-forward relaying cooperation in the presence of I/Q imbalance, In Proceedings IEEE International Conference on Communications (ICC'2013), Budapest, Hungary, June 2013.
Keywords:
Uncertainty Quantification
Conference Proceedings
  • J. Qi, S. Aissa, and M. -S. Alouini, Impact of I/Q imbalance on the performance of two-way CSI assisted AF relaying, In Proc. IEEE Wireless Communications and Networking Conference (WCNC 2013), Shanghai, China, April 2013.
Keywords:
Uncertainty Quantification
Conference Proceedings
  • F. Rizzi, M. El Morsli, F. Bisetti, O.M. Knio, Quantifying uncertainty of ion chemistry in premixed methane-air flames, Accepted for presentation, Fourteenth International Conference on Numerical Combustion, San Antonio, TX, April 8-10, 2013.​
Keywords:
Uncertainty Quantification
Conference Proceedings
  • W.C. Thacker, A. Srinivasan, M. Iskandarani, O.M. Knio, M. Le Henaff "Propagating boundary uncertainties using polynomial expansions" Ocean Modelling 43-44, 52-63, (2012).
Keywords:
Propagating boundary uncertainties using polynomial expansions
Refereed Journals
  • M. Salloum, A. Alexanderian, O.P. Le Maitre, H.N. Najm, O.M. Knio "Simplifi ed CSP Analysis of a Stiff Stochastic ODE System" Comput. Methods Appl. Mech. Engrg. 217, 121-138, (2012).
Keywords:
Simplifi ed CSP Analysis of a Stiff Stochastic ODE System
Refereed Journals
  • A. Alexanderian, J. Winokur, I. Sraj, A. Srinivasan, M. Iskandarani, W.C. Thacker, O. Knio "Global Sensitivity Analysis in Ocean Global Circulation Models: A Sparse Spectral Projection Approach" Comput. Geosci. 16, 757-778, (2012).
Keywords:
Global Sensitivity Analysis in Ocean Global Circulation Models: A Sparse Spectral Projection Approach
Refereed Journals
  • F. Rizzi, H.N. Najm, B.J. Debusschere, K. Sargsyan, M. Salloum, H. Adalsteinsson, O.M. Knio "Uncertainty Quantifi cation in MD Simulations. Part II: Bayesian Inference of Force-Field Parameters" Multiscale Modelling & Simulation 10, 14601492, (2012).
Keywords:
Uncertainty Quantifi cation in MD Simulations. Part II: Bayesian Inference of Force-Field Parameters
Refereed Journals
  • F. Rizzi, H.N. Najm, B.J. Debusschere, K. Sargsyan, M. Salloum, H. Adalsteinsson, O.M. Knio "Uncertainty Quantifi cation in MD Simulations. Part I: Forward Propagation" Multiscale Modelling & Simulation 10, 14281459, (2012).
Keywords:
Uncertainty Quantifi cation in MD Simulations. Part I: Forward Propagation
Refereed Journals
  • H. Tembine, Distributed Strategic Learning for Wireless Engineers, CRC Press, Taylor & Francis, 496 pages, May 2012, ISBN 978-1439876374

Keywords:
Distributed Strategic Learning, Speedup, Sparse Learning, Time-Scaling, Combined Learning, CODIPAS
  • D. Gomes, E. Oliveira, Mather problem for stationary Lagrangians,

    S. Paulo Math. Journal,  (2012), no. 2, 301–334

Keywords:
Aubry-Mather theory, Stationary Lagrangians, Stationary Viscosity Solutions
Refereed Journals
  • D. Gomes, L. Nurbekyan, Lagrangian dynamics and a weak KAM theorem on the d-infinite dimensional torus, Dokl. Nats. Akad. Nauk Armen. 112 (2012), no. 2, 152-159.
Keywords:
infinite dimensional weak KAM, infinite dimensional Hamilton-Jacobi equations, Aubry-Mather theory
Refereed Journals
  • Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini, Cooperative decoding in femtocell networks: Performance-complexity tradeoff,  IEEE 13th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC’2012).
Keywords:
Indoor coverage, Femtocells, CDMA, Interference Cancellation (IC), Cooperative decoding.
Conference Proceedings
  • Hoel, Håkon; von Schwerin, Erik; Szepessy, Anders; Tempone, Raúl Adaptive multilevel Monte Carlo simulation. Numerical analysis of multiscale computations, 217–234, Lect. Notes Comput. Sci. Eng., 82, Springer, Heidelberg, 2012.

Keywords:
Computational finance, Monte Carlo, multilevel, adaptivity, weak approximation, error control, Euler–Maruyama method, a posteriori error estimates, backward dual functions, adjoints
  • ​​​M. Khan, H. Tembine, A. Vasilakos, Game Dynamics and Cost of Learning in Heterogeneous 4G Networks, JSAC, IEEE Journal on Selected Areas in Communications, Vol. 30, Issue 1, pp. 198-213, 2012
Keywords:
Game Dynamics, Cost of Learning, Heterogeneous Networks
Refereed Journals
  • M. Khan, Hamidou Tembine, Random matrix games in wireless networks, IEEE Global High Tech Congress on Electronics (GHTCE),  18-20 Nov. 2012

Keywords:
random marix games, robust games, CODIPAS learning
Conference Proceedings
  • Ahmed Farhan Hanif, Hamidou Tembine, Mohamad Assaad, Djamal Zeghlache, Cloud Networking Mean Field Games, IEEE 1st International Conference on Cloud Networking (CLOUDNET), pp. 46-50, 2012
Keywords:
cloud networks, mean field games, mean field learning, capacity sharing