SRI - Center for Uncertainty Quantification in Computational Science & Engineering

On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
**Authors:**
J. Beck, Raul Tempone, Fabio Nobile, L. Tamellini

Refereed Journals
**Year:**
2012

- 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

Evolutionary coalitional games: design and challenges in wireless networks
**Authors:**
M. Khan, H. Tembine, A. Vasilakos

Refereed Journals
**Year:**
2012

- evolutionary coalitional games
- Distributed Strategic Learning
- Global Optima
- fair solution
- CODIPAS learning

Game Dynamics and Cost of Learning in Heterogeneous 4G Networks
**Authors:**
M. Khan, H. Tembine, A. Vasilakos

Refereed Journals
**Year:**
2012

- Game Dynamics
- Cost of Learning
- Heterogeneous Networks

Lagrangian dynamics and a weak KAM theorem on the d-infinite dimensional torus
**Authors:**
D. Gomes, L. Nurbekyan

Refereed Journals
**Year:**
2012

- infinite dimensional weak KAM
- infinite dimensional Hamilton-Jacobi equations
- Aubry-Mather theory

Mather problem for stationary Lagrangians
**Authors:**
D. Gomes, E. Oliveira

Refereed Journals
**Year:**
2012

- Aubry-Mather theory
- Stationary Lagrangians
- Stationary Viscosity Solutions

Uncertainty Quantification in MD Simulations. Part I: Forward Propagation
**Authors:**
F. Rizzi, H.N. Najm, B.J. Debusschere, K. Sargsyan, M. Salloum, H. Adalsteinsson, O.M. Knio

Refereed Journals
**Year:**
2012

- Uncertainty Quantification in MD Simulations. Part I: Forward Propagation

Uncertainty Quantification in MD Simulations. Part II: Bayesian Inference of Force-Field Parameters
**Authors:**
F. Rizzi, H.N. Najm, B.J. Debusschere, K. Sargsyan, M. Salloum, H. Adalsteinsson, O.M. Knio

Refereed Journals
**Year:**
2012

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

Global Sensitivity Analysis in Ocean Global Circulation Models: A Sparse Spectral Projection Approach
**Authors:**
A. Alexanderian, J. Winokur, I. Sraj, A. Srinivasan, M. Iskandarani, W.C. Thacker, O.M. Knio

Refereed Journals
**Year:**
2012

- Global Sensitivity Analysis in Ocean Global Circulation Models: A Sparse Spectral Projection Approach

Simplified CSP Analysis of a Stiff Stochastic ODE System
**Authors:**
M. Salloum, A. Alexanderian, O.P. Le Mai Tre, H.N. Najm, O.M. Knio

Refereed Journals
**Year:**
2012

- Simplified CSP Analysis of a Stiff Stochastic ODE System

Propagating boundary uncertainties using polynomial expansions
**Authors:**
W.C. Thacker, A. Srinivasan, M. Iskandarani, O.M. Knio, M. Le Henaff

Refereed Journals
**Year:**
2012

- Propagating boundary uncertainties using polynomial expansions

Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
**Authors:**
Quan Long, M. Scavino, Raul Tempone, Wang, Suojin

Refereed Journals
**Year:**
2013

- Bayesian statistics
- Information gain
- Laplace approximation
- Monte Carlo sampling
- Sparse quadrature,
- Uncertainty Quantification

A stochastic collocation method for the second order wave equation with a discontinuous random speed
**Authors:**
Mohammad Motamed, Fabio Nobile, Raul Tempone

Refereed Journals
**Year:**
2013

- Stochastic PDEs
- Uncertainty Quantification
- Sparse grids
- Wave Equation
- Numerical Analysis

Incorporation of exact boundary conditions into a discontinuous Galerkin finite element method for accurately solving 2D time-dependent Maxwell equations
**Authors:**
K. Sirenko,, M.Liu, H. Bagci

Refereed Journals
**Year:**
2013

- Exact absorbing boundary conditions
- Numerical Analysis
- time domain discontinuous Galerkin finite element method
- waveguides

A discrete adapted hierarchical basis solver for radial basis function interpolation
**Authors:**
Julio E. Castrillon-Candas, Jun Li, Victor Eijkhout

Refereed Journals
**Year:**
2013

- Radial basis function
- Interpolation
- Hierarchical basis
- integral equations
- Fast summation methods
- Stable completion
- Lifting
- Generalized least squares
- Best linear unbiased estimator

Approximation of quantities of interest in stochastic PDEs by the random discrete L2 projection on polynomial spaces
**Authors:**
G. Migliorati, F. Nobile, E. Von Schwerin, R. Tempone

Refereed Journals
**Year:**
2013

- PDE stochastic data
- discrete least squares
- polynomial approximation

Optimum and equilibrium in assignment problems with congestion: mobile terminals association to base stations
**Authors:**
Alonso Silva, Hamidou Tembine, Eitan Altman, Merouane Debbah

Refereed Journals
**Year:**
2013

- optimal transport theory
- static mean field game
- optimal placement,
- cell formation

An Adaptive Multi-Element Probabilistic Collocation Method For Statistical EMC/EMI Characterization
**Authors:**
A. C. Yucel, H. Bagci, E. Michielssen

Refereed Journals
**Year:**
2013

- 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

The behavior of obliquely incident vector Bessel beams at planar interfaces
**Authors:**
M. A. Salem, H. Bagci

Refereed Journals
**Year:**
2013

- Bessel beams
- localized electromagnetic wave propagation
- planar interface

On the Internal Resonant Modes in Marching-on-in-Time Solution of the Time Domain Electric Field Integral Equation
**Authors:**
Y. Shie, H. Bagci, M. Lu

Refereed Journals
**Year:**
2013

- Electric field integral equation
- time domain
- marching-on-in-time,
- null space
- internal resonant modes
- Numerical Analysis

Monte Carlo Euler approximations of HJM term structure financial models
**Authors:**
Björk, T., A. Szepessy, R. Tempone, Zouraris G.E

Refereed Journals
**Year:**
2013

- HJM model
- Option price
- Bond market
- Stochastic Differential Equations
- Monte Carlo methods
- A priori error estimates
- a posteriori error estimates