Solving the Klein-Gordon equation using Fourier spectral methods: A benchmark test for computer performance
Manuscripts Year: 2015
Authors: S. Aseeri, O. Batrašev, M. Icardi, B. Leu, A. Liu, N. Li, B.K. Muite, B. Palen, M. Quell, H. Servat, P. Sheth, R. Speck, M. Van Moer, J. Vienne
  • HPC
  • Fourier methods
Secret-Sharing over Correlated Fast-Fading Multiple-Antenna Channels with Public Discussion
Manuscripts Year: 2015
Authors: Marwen Zorgui, Zouheir Rezki, Basel Alomair, Mohamed-Slim Alouini
  • Secret-key agreement
  • MIMO systems
  • optimal signaling
  • correlation
  • beamforming
  • high power regime
Error analysis in Fourier methods for option pricing
Manuscripts Year: 2015
Authors: F. Crocce, J. Happola, J. Kiessling, R. Tempone
  • error analysis
  • Option pricing
  • Fourier methods
  • Spectral methods
  • Levy processes
  • Stochastic processes
  • Hardy functions
  • Trapezoidal quadrature
Achievable Rates of Secure Transmission in Gaussian MISO Channel with Imperfect Main Channel Estimation
Manuscripts Year: 2015
Authors: Xinyu Zhou, Zouheir Rezki, Basel Alomairy, Mohamed-Slim Alouini
  • Achievable Rates of Secure Transmission in Gaussian MISO Channel with Imperfect Main Channel Estimation
Polynomial Chaos Expansion of random coefficients and the solution of stochastic partial differential equations in the Tensor Train format
Manuscripts Year: 2015
Authors: Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko, Hermann G. Matthies
  • Uncertainty Quantification
  • polynomial chaos expansion
  • Karhunen-Loeve expansion
  • stochastic Galerkin
  • tensor product methods
  • tensor train format
  • adaptive cross approximation
  • block cross
Multilevel Sequential Monte Carlo Samplers
Manuscripts Year: 2015
Authors: Alexandros Beskos, Ajay Jasra, Kody J. H. Law, Raul Tempone, Yan Zhou
  • Multilevel Monte Carlo
  • Sequential Monte Carlo
  • Bayesian Inverse Problems
Validation of direct pore scale modeling approaches to wettability
Manuscripts Year: 2015
Authors: Raul Verma, Matteo Icardi, Masa Prodanovic
  • Validation of direct pore scale modeling approaches to wettability
On the predictivity of pore-scale simulations: estimating uncertainties with multilevel Monte Carlo
Manuscripts Year: 2015
Authors: Matteo Icardi, Gianluca Boccardo, Raul Tempone
  • pore-scale simulation
  • Multilevel Monte Carlo
  • stochastic upscaling
  • Uncertainty Quantification
Performance Limits of Energy Harvesting Communications under Imperfect Channel State Information
Manuscripts Year: 2015
Authors: Mohamed Ridha Zenaidi, Zouheir Rezki, Hamidou Tembine, Mohamed-Slim Alouini
  • energy harvesting
  • offline power allocation
  • throughput maximization
  • channel state information
  • channel estimation
  • Asymptotic average throughput
Ergodic Secret-Key Agreement over Spatially Correlated Multiple-Antenna Channels with Public Discussion
Manuscripts Year: 2015
Authors: Marwen Zorgui, Zouheir Rezki, Basel Alomair, Eduard A. Jorswieck, Mohamed-Slim Alouini
  • Secret-key agreement
  • MIMO systems
  • optimal signaling
  • correlation
  • beamforming
  • high power regime
  • Energy efficiency
On the Solution of Nonconvex Cardinality Boolean Quadratic Programming problems
Manuscripts Year: 2015
Authors: R. Lima, I. Grossmann
  • Integer programming
  • Quadratic programming
  • Computing Science
Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches
Manuscripts Year: 2015
Authors: Dishi Liu, Alexander Litvinenko, Claudia Schillings, Volker Schulz
  • Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches
Accelerated dimension-independent adaptive Metropolis
Manuscripts Year: 2015
Authors: Yuxin Chen, David Keyes, Kody J. H. Law, Hatem Ltaief
  • Accelerated dimension-independent adaptive Metropolis
Optimal Bayesian Experimental Design for Priors of Compact Support with Application to Shock-Tube Experiments for Combustion Kinetics
Manuscripts Year: 2015
Authors: Fabrizio Bisetti, Daesang Kim, Omar Knio, Quan Long, Raul Tempone
  • Bayesian optimal experimental design
  • Laplace approximation
  • Truncated Gaussian approximation
  • Polynomial surrogates
  • Shock–tube
  • Combustion kinetics
Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations in random points
Manuscripts Year: 2015
Authors: G. Migliorati, F. Nobile, R. Tempone
  • approximation theory
  • discrete least squares
  • noisy evaluations
  • error analysis
  • convergence rates
  • large deviations
  • learning theory
  • multivariate polynomial approximation
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
Manuscripts Year: 2015
Authors: 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
On the Global Optimization of a Short Term Hydro Scheduling Problem. Relaxations by Generalized Disjunctive Programming and Mixed Integer Linear Programming Reformulations
Manuscripts Year: 2015
Authors: R. Lima
  • OR in Energy
  • Short-Term Hydro Scheduling
  • MINLP
  • GDP
  • Global Optimization
Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
Manuscripts Year: 2015
Authors: A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone
  • Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
Multilevel Hybrid Chernoff Tau-leap
Manuscripts Year: 2016
Authors: A. Moraes, R. Tempone, P. Vilanova
  • Error estimates
  • error control
  • control variates
  • weak approximation
  • hybrid algorithms
  • Multilevel Monte Carlo
  • Chernoff tau-leap
Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
Manuscripts Year: 2016
Authors: J. E. Castrillon-Candas, F. Nobile, R. Tempone
  • Uncertainty Quantification
  • Stochastic Collocation
  • Stochastic PDEs
  • Finite Elements
  • Complex Analysis
  • Smolyak Sparse Grids