Mixed discretization of the time domain MFIE at low frequencies
Manuscripts Year: 2013
Authors: H. Arda Ülkü, Ignace Bogaert, Kristof Cools, Francesco P. Andriulli, Hakan Bagci
  • Mixed discretization of the time domain MFIE at low frequencies
Exact absorbing boundary conditions for periodic diffraction gratings: Rigorous derivation and implementation in Discontinuous Galerkin time domain method
Manuscripts Year: 2013
Authors: K. Sirenko,, Y. Sirenko, H. Bagci
  • Exact absorbing boundary conditions for periodic diffraction gratings: Rigorous derivation and implementation in Discontinuous Galerkin time domain method
Weak KAM theory in the d-infinite dimensional torus
Manuscripts Year: 2013
Authors: D. Gomes L. Nurbekyan
  • Weak KAM theory in the d-infinite dimensional torus
A Unified Framework for the Ergodic Capacity of Spectrum Sharing Cognitive Radio Systems
Manuscripts Year: 2013
Authors: Lokman Sboui, Zouheir Rezki, Mohamed-Slim Alouini
  • underlay cognitive radio
  • Spectrum sharing
  • Ergodic capacity
  • Imperfect CSI
  • On-off scheme
Collocation approaches for forward uncertainty propagation in PDE models with random input data
Manuscripts Year: 2013
Authors: F. Nobile, R. Tempone
  • Collocation approaches for forward uncertainty propagation in PDE models with random input data
Computable error estimates of a finite difference scheme for option pricing in exponential Levy models
Manuscripts Year: 2014
Authors: J. Kiessling, R. Tempone
  • 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
Energy-constrained mean field games in wireless networks
Manuscripts Year: 2014
Authors: H. Tembine
  • Mean field stochastic games
  • antijamming strategies
  • one-and-half player game
Hybrid Chernoff Tau-leap
Manuscripts Year: 2014
Authors: A. Moraes, R. Tempone, P. Vilanova
  • Tau-leap
  • error control
  • Error estimates
  • exit probability
  • weak approximation
  • hybrid algorithms
Well-Posedness And Accuracy Of The Ensemble Kalman Filter In Discrete And Continuous Time
Manuscripts Year: 2014
Authors: D.B. Kelly, Kody J. H. Law, A.M. Stuart
  • Filtering
  • EnKF
  • chaotic dynamical systems
  • Navier-Stokes
  • Lorenz 96
  • Lorenz 63
To be or not to be intrusive? The solution of parametric and stochastic equations - the "plain vanilla" Galerkin case
Manuscripts Year: 2014
Authors: Loïc Giraldi, Alexander Litvinenko, Dishi Liu, Hermann G. Matthies, Anthony Nouy
  • Uncertainty Quantification
  • stochastic Galerkin approximation
  • parametric problems
  • stochastic equation
  • coupled system
  • non-intrusive computation
On non-asymptotic optimal stopping criteria in Monte Carlo Simulations
Manuscripts Year: 2014
Authors: Christian Bayer, Håkon Hoel, Von Schwerin Erik, Raul Tempone
  • Monte Carlo methods
  • optimal stopping
  • sequential stopping rules
Obstacle mean field game problem
Manuscripts Year: 2014
Authors: D. Gomes, S. Patrizi
  • Mean field games
  • obstacle problem
  • variational inequalities
Adjoint-Consistent Formulations of Slip Models for Coupled Electroosmotic Flow Systems
Manuscripts Year: 2014
Authors: V.V. Garg, S. Prudhomme, K.G. Van Der Zee, G.F. Carey
  • adjoint techniques
  • electroosmosis
  • microfluidics
  • slip boundary conditions
Error decomposition and adaptivity for response surface approximations from PDES with parametric uncertainty
Manuscripts Year: 2013
Authors: C.M. Bryant, S. Prudhomme, T. Wildey
  • A posteriori error estimation
  • adjoint problem
  • quantities of interest
  • adaptive method
Estimation of boundary fluxes for boundary-value problems approximated by penalty methods
Manuscripts Year: 2013
Authors: V.V. Garg, S. Prudhomme
  • Penalty method
  • Finite Element method
  • error analysis
  • adjoints
Inverse problems and uncertainty quantification
Manuscripts Year: 2013
Authors: Alexander Litvinenko, Hermann G. Matthies
  • Uncertainty Quantification
  • inverse problems
  • quadratic Bayesian update
  • PCE
  • update of polynomial chaos expansion
  • Lorenz 84 with uncertainties
On the Low SNR Capacity of Maximum Ratio Combining over Rician Fading Channels with Full Channel State Information
Manuscripts Year: 2013
Authors: Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini
  • Ergodic capacity
  • MRC
  • Rician fading channel
  • on-o ff signaling
Implementation and analysis of an adaptive multilevel Monte Carlo algorithm
Manuscripts Year: 2013
Authors: Håkon Hoel, Von Schwerin Erik, Raul Tempone, Anders Szepessy
  • Computational finance,
  • Monte Carlo
  • multilevel
  • adaptivity
  • weak approximation
  • error control
  • Euler–Maruyama method
  • a posteriori error estimates
  • backward dual functions
  • adjoints
Low SNR Capacity of FSO Links over Gamma-Gamma Atmospheric Turbulence Channels
Manuscripts Year: 2013
Authors: Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini
  • Gamma-Gamma distribution
  • Ergodic capacity
  • water filling
  • On-Off power control
  • low SNR
Mean field learning: a survey
Manuscripts Year: 2012
Authors: H. Tembine, R. Tempone, P. Vilanova
  • mean field learning