Home - Publications

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

Olivier Le Maitre, Omar Knio, and Alvaro Moraes, Variance Decomposition in Stochastic Simulators, The Journal of Chemical Physics, Volume 142, Issue 24, 2015

Keywords:

Variance Decomposition in Stochastic Simulators

Website

Download Document

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

Website

Download Document

Refereed Journals

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;

Website

Download Document

Refereed Journals

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)

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

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.

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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.

Website

Download Document

Refereed Journals

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

Website

Download Document

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.

Website

Download Document

Refereed Journals

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.

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

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.

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

D. Gomes, J. Saude, Mean field games models—a brief survey. Dyn. Games Appl. 4 (2014), no. 2, 110–154.

Keywords:

Mean field games, mean-field methods, differential games

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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.

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

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.

Website

Download Document

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.

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

Refereed Journals

J. Beck, F. Nobile, L. Tamellini, R. Tempone, Convergence of quasi-optimal stochastic Galerkin methods for a class of PDEs with random coefficients, Computers & Mathematics with Applications. Volume 67, Issue 4, March 2014, Pages 732–751.

Keywords:

Uncertainty Quanti

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

F. Rizzi, R. Jones, B.J. Debusschere, O.M. Knio "Uncertainty Quantification 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 Quantification in MD simulations of concentration driven ionic flow through a silica nanopore. Part I: sensitivity to physical parameters of the pore

Website

Download Document

Refereed Journals

F. Rizzi, R. Jones, B.J. Debusschere, O.M. Knio "Uncertainty quantification 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 quantification in MD simulations of concentration driven ionic flow through a silica nanopore. Part II: uncertain potential parameters

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

M. Salloum, A. Alexanderian, O.P. Le Maitre, H.N. Najm, O.M. Knio "Simplified CSP Analysis of a Stiff Stochastic ODE System" Comput. Methods Appl. Mech. Engrg. 217, 121-138, (2012).

Keywords:

Simplified CSP Analysis of a Stiff Stochastic ODE System

Website

Download Document

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

Website

Download Document

Refereed Journals

F. Rizzi, H.N. Najm, B.J. Debusschere, K. Sargsyan, M. Salloum, H. Adalsteinsson, O.M. Knio "Uncertainty Quantification in MD Simulations. Part II: Bayesian Inference of Force-Field Parameters" Multiscale Modelling & Simulation 10, 14601492, (2012).

Keywords:

Uncertainty Quantification in MD Simulations. Part II: Bayesian Inference of Force-Field Parameters

Website

Download Document

Refereed Journals

F. Rizzi, H.N. Najm, B.J. Debusschere, K. Sargsyan, M. Salloum, H. Adalsteinsson, O.M. Knio "Uncertainty Quantification in MD Simulations. Part I: Forward Propagation" Multiscale Modelling & Simulation 10, 14281459, (2012).

Keywords:

Uncertainty Quantification in MD Simulations. Part I: Forward Propagation

Website

Download Document

Refereed Journals

D. Gomes, E. Oliveira, Mather problem for stationary Lagrangians,
S. Paulo Math. Journal, 6 (2012), no. 2, 301–334

Keywords:

Aubry-Mather theory, Stationary Lagrangians, Stationary Viscosity Solutions

Website

Download Document

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

Website

Download Document

Refereed Journals

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

Website

Download Document

Refereed Journals

Khan, M.A. , Tembine, H., Vasilakos, A.V., Evolutionary coalitional games: design and challenges in wireless networks, IEEE Wireless Communications, April 2012, Volume: 19, Issue: 2 , Page(s): 50 - 56

Keywords:

evolutionary coalitional games, distributed strategic learning, global optima, fair solution, CODIPAS learning

Website

Download Document

Refereed Journals

Beck, Joakim; Tempone, Raul; Nobile, Fabio; Tamellini, Lorenzo On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods. Math. Models Methods Appl. Sci. 22 (2012), no. 9, 1250023, 33 pp.

Keywords:

Uncertainty quantification, PDEs with random data, elliptic equations, multivariate polynomial approximation, best M-terms polynomial approximation, stochastic Galerkin methods, Smolyak approximation, sparse grids, stochastic collocation methods

Website

Download Document

Refereed Journals

Find Publications

Alexander von Humboldt

Zaid Sawlan

Nadhir Ben Rached

SRI UQ Center

SRI UQ Annual Meeting

Juho Häppölä

Congratulations

Soumaya ElKantassi

Abdul-Lateef Haji-Ali

KAUST UQ School 2016

MIMClib:

Victor Zavala

SRI UQ Center