Computation of the Response Surface in the Tensor Train data format
Manuscripts Year: 2014
Authors: Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko, Hermann G. Matthies
  • Computation of the Response Surface in the Tensor Train data format
On the detectability of transverse cracks in laminated composites using electrical potential change measurements
Manuscripts Year: 2014
Authors: L. Selvakumaran, Q. Long, S. Prudhomme, G. Lubineau
  • Transverse cracking
  • Sensitivity
  • Impedance tomography
  • Analytical model
  • Laminated composites
Construction of a mean square error adaptive Euler–Maruyama method with applications in multilevel Monte Carlo
Manuscripts Year: 2014
Authors: Håkon Hoel, Juho Happola, Raul Tempone
  • Adaptive time stepping
  • Stochastic Differential Equations
  • Multilevel Monte Carlo
Goal-oriented model adaptivity for viscous incompressible flows
Manuscripts Year: 2014
Authors: T.M. Van Opstal, P.T. Bauman, S. Prudhomme, E.H. Van Brummelen
  • Goal-oriented model adaptivity for viscous incompressible flows
Dimension-independent likelihood-informed MCMC
Manuscripts Year: 2014
Authors: Tiangang Cui, Kody J. H. Law, Youssef M. Marzouk
  • Dimension-independent likelihood-informed MCMC
Controlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model
Manuscripts Year: 2014
Authors: Kody J. H. Law, D. Sanz-Alonso, A. Shukla, A.M. Stuart
  • Controlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model
Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering
Manuscripts Year: 2014
Authors: Kody J. H. Law, Hamidou Tembine, Raul Tempone
  • Deterministic Methods for Nonlinear Filtering
  • part I: Mean-field Ensemble Kalman Filtering
A Fast Simulation Method for the Sum of Subexponential Distributions
Manuscripts Year: 2014
Authors: Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone
  • A Fast Simulation Method for the Sum of Subexponential Distributions
Analysis and computation of the elastic wave equation with random coefficients
Manuscripts Year: 2015
Authors: M. Motamed, F. Nobile, R. Tempone
  • Uncertainty Quantification
  • stochastic partial differential equations
  • elastic wave equation
  • regularity
  • collocation method
  • error analysis
Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
Manuscripts Year: 2015
Authors: A. Chkifa, A. Cohen, G. Migliorati, F. Nobile, R. Tempone
  • approximation theory
  • polynomial approximation
  • least squares
  • parametric and stochastic PDEs
  • high-dimensional approximation
An a posteriori error estimate for symplectic Euler approximation of optimal control problems
Manuscripts Year: 2015
Authors: J. Karlsson, S. Larsson, M. Sandberg, A. Szepessy, R. Tempone
  • Optimal Control
  • Error estimates
  • adaptivity
  • error control
A Laplace method for under-determined Bayesian optimal experimental designs
Manuscripts Year: 2015
Authors: Q. Long, M. Scavino, R. Tempone, S. Wang
  • Bayesian statistics
  • Information gain
  • Laplace approximation
  • Monte Carlo sampling
  • Sparse quadrature,
  • Uncertainty Quantification
A Continuation Multilevel Monte Carlo algorithm
Manuscripts Year: 2015
Authors: N. Collier, A. Haji-Ali, F. Nobile, E. Von Schwerin, R. Tempone
  • SDEs
  • SPDEs
  • Multilevel Monte Carlo
  • Numerical Analysis
Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs
Manuscripts Year: 2015
Authors: F. Nobile, L. Tamellini, R. Tempone
  • Uncertainty Quantification
  • random PDEs
  • linear elliptic equations
  • multivariate polynomial approximation
  • best M-terms polynomial approximation
  • Smolyak approximation
  • Sparse grids
  • Stochastic Collocation methods
Analysis and Computation of Hyperbolic PDEs with Random Data
Manuscripts Year: 2015
Authors: M. Motamed, F. Nobile, R. Tempone
  • Analysis and Computation of Hyperbolic PDEs with Random Data
Optimization of mesh hierarchies in Multilevel Monte Carlo samplers
Manuscripts Year: 2015
Authors: A. Haji-Ali, F. Nobile, Von Schwerin Erik, R. Tempone
  • Multilevel Monte Carlo
  • Monte Carlo
  • Partial Differential Equations with random data
  • Stochastic Differential Equations
  • Optimal discretization
Time dependent mean-field games in the subquadratic case
Manuscripts Year: 2015
Authors: D. Gomes, E. Pimentel, H. Sanchez-Morgado
  • Classical solutions
  • a-priori estimates
  • Mean field games
Fast Bayesian optimal experimental design for seismic source inversion
Manuscripts Year: 2015
Authors: Q. Long, M. Motamed, R. Tempone
  • Bayesian experimental design
  • Information gain
  • Laplace approximation
  • Monte Carlo sampling
  • Seismic source inversion
  • Sparse quadrature,
  • Uncertainty Quantification
Multi Index Monte Carlo: When Sparsity Meets Sampling
Manuscripts Year: 2015
Authors: A. Haji-Ali, F. Nobile, R. Tempone
  • Multilevel Monte Carlo
  • Monte Carlo
  • Partial Differential Equations with random data
  • Stochastic Differential Equations
  • weak approximation
  • Sparse Approximation
  • Combination Technique
Adaptive surrogate modeling for response surface approximations with application to Bayesian inference
Manuscripts Year: 2015
Authors: S. Prudhomme, C.M. Bryant
  • Goal-oriented error estimation
  • adjoint problem
  • turbulence modeling
  • Spalart-Allmaras model
  • parameter identification