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Total result(s) found: 81
  • ​Alexander Litvinenko, David Keyes, Venera Khoromskaia,Boris N. Khoromskij and Hermann G. Matthies, Tucker tensor analysis of  Matern functions in spatial statistics, accepted to J. CMAM, 2018
Keywords:
Fourier transform, low-rank tensor approximation, geostatistical optimal design, Kriging, Matern covariance, Hilbert tensor, Kalman filter, Bayesian update, loglikelihood surrogate
  • ​​J. Beck, B. Dia, L. Espath, Q. Long, R. Tempone, Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain, Submitted arXiv 1710.03500, Oct. 2017
Keywords:
Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
  • ​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
  • 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.
  •  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. 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
  • 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.
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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
  • 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
  • D. Gomes and S. Patrizi, Obstacle mean field game problemTo appear in Interfaces and Free Boundaries.​
Keywords:
Mean-field games, obstacle problem, variational inequalities
  • 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
  • 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
  • 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
  • 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
  • ​ 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
  • 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
  • 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.
  • 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.
  • 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.
  • 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
  • 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.
  • H. Tembine, R. Tempone, and P. Vilanova. Mean field learning: a survey. CoRR, abs/1210.4657, 2012.
Keywords:
Mean field learning