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SRI - Center for Uncertainty Quantification in Computational Science & Engineering

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On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
Refereed Journals Year: 2012
Authors: J. Beck, Raul Tempone, Fabio Nobile, L. Tamellini
  • 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
Refereed Journals Year: 2012
Authors: M. Khan, H. Tembine, A. Vasilakos
  • evolutionary coalitional games
  • Distributed Strategic Learning
  • Global Optima
  • fair solution
  • CODIPAS learning
Game Dynamics and Cost of Learning in Heterogeneous 4G Networks
Refereed Journals Year: 2012
Authors: M. Khan, H. Tembine, A. Vasilakos
  • Game Dynamics
  • Cost of Learning
  • Heterogeneous Networks
Lagrangian dynamics and a weak KAM theorem on the d-infinite dimensional torus
Refereed Journals Year: 2012
Authors: D. Gomes, L. Nurbekyan
  • infinite dimensional weak KAM
  • infinite dimensional Hamilton-Jacobi equations
  • Aubry-Mather theory
Mather problem for stationary Lagrangians
Refereed Journals Year: 2012
Authors: D. Gomes, E. Oliveira
  • Aubry-Mather theory
  • Stationary Lagrangians
  • Stationary Viscosity Solutions
Uncertainty Quantifi cation in MD Simulations. Part I: Forward Propagation
Refereed Journals Year: 2012
Authors: F. Rizzi, H.N. Najm, B.J. Debusschere, K. Sargsyan, M. Salloum, H. Adalsteinsson, O.M. Knio
  • Uncertainty Quantifi cation in MD Simulations. Part I: Forward Propagation
Uncertainty Quantifi cation in MD Simulations. Part II: Bayesian Inference of Force-Field Parameters
Refereed Journals Year: 2012
Authors: F. Rizzi, H.N. Najm, B.J. Debusschere, K. Sargsyan, M. Salloum, H. Adalsteinsson, O.M. Knio
  • Uncertainty Quantifi cation in MD Simulations. Part II: Bayesian Inference of Force-Field Parameters
Global Sensitivity Analysis in Ocean Global Circulation Models: A Sparse Spectral Projection Approach
Refereed Journals Year: 2012
Authors: A. Alexanderian, J. Winokur, I. Sraj, A. Srinivasan, M. Iskandarani, W.C. Thacker, O.M. Knio
  • Global Sensitivity Analysis in Ocean Global Circulation Models: A Sparse Spectral Projection Approach
Simpli fied CSP Analysis of a Stiff Stochastic ODE System
Refereed Journals Year: 2012
Authors: M. Salloum, A. Alexanderian, O.P. Le Mai Tre, H.N. Najm, O.M. Knio
  • Simplifi ed CSP Analysis of a Stiff Stochastic ODE System
Propagating boundary uncertainties using polynomial expansions
Refereed Journals Year: 2012
Authors: W.C. Thacker, A. Srinivasan, M. Iskandarani, O.M. Knio, M. Le Henaff
  • Propagating boundary uncertainties using polynomial expansions
Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations
Refereed Journals Year: 2013
Authors: Quan Long, M. Scavino, Raul Tempone, Wang, Suojin
  • 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
Refereed Journals Year: 2013
Authors: Mohammad Motamed, Fabio Nobile, Raul Tempone
  • 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
Refereed Journals Year: 2013
Authors: K. Sirenko,, M.Liu, H. Bagci
  • 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
Refereed Journals Year: 2013
Authors: Julio E. Castrillon-Candas, Jun Li, Victor Eijkhout
  • 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
Refereed Journals Year: 2013
Authors: G. Migliorati, F. Nobile, E. Von Schwerin, R. Tempone
  • PDE stochastic data
  • discrete least squares
  • polynomial approximation
Optimum and equilibrium in assignment problems with congestion: mobile terminals association to base stations
Refereed Journals Year: 2013
Authors: Alonso Silva, Hamidou Tembine, Eitan Altman, Merouane Debbah
  • optimal transport theory
  • static mean field game
  • optimal placement,
  • cell formation
An Adaptive Multi-Element Probabilistic Collocation Method For Statistical EMC/EMI Characterization
Refereed Journals Year: 2013
Authors: A. C. Yucel, H. Bagci, E. Michielssen
  • 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
Refereed Journals Year: 2013
Authors: M. A. Salem, H. Bagci
  • 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
Refereed Journals Year: 2013
Authors: Y. Shie, H. Bagci, M. Lu
  • 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
Refereed Journals Year: 2013
Authors: Björk, T., A. Szepessy, R. Tempone, Zouraris G.E
  • HJM model
  • Option price
  • Bond market
  • Stochastic Differential Equations
  • Monte Carlo methods
  • A priori error estimates
  • a posteriori error estimates
Evaluation of Gaussian approximations for data assimilation in reservoir models
Refereed Journals Year: 2013
Authors: Marco A. Iglesias, Kody J. H. Law, A.M. Stuart
  • Data assimilation
  • Reservoir characterization
  • Uncertainty Quantification
  • Inverse modelling
Accuracy and Stability of The Continuous Time 3DVAR Filter for The Navier-Stokes Equation
Refereed Journals Year: 2013
Authors: D. Bloemker, Kody J. H. Law, A.M. Stuart, K. Zygalakis
  • Probability
  • Analysis of PDEs
  • Optimization and Control
Map Estimators for Bayesian Nonparametrics
Refereed Journals Year: 2013
Authors: M. Dashti, Kody J. H. Law, A.M. Stuart, J. Voss
  • Probability
  • Bayesian non-parametrics
  • inverse problems
Ensemble Kalman Methods for Inverse Problems
Refereed Journals Year: 2013
Authors: M. Iglesias, Kody J. H. Law, A.M. Stuart
  • Filters
  • Numerical simulation
  • solution of equations
  • Velocity measurements
  • inverse problems
  • Data analysis: algorithms and implementation
Boundary feedback control of 2D shallow water equations
Refereed Journals Year: 2013
Authors: Ben Mansour Dia, Jesper Oppelstrup
  • 2-D shallow water equations
  • Water management
  • Boundary control
  • Symmetrization
Explicit solution of the time domain magnetic field integral equation using a predictor-corrector scheme.
Refereed Journals Year: 2013
  • Explicit solvers
  • magnetic field integral equation (MFIE)
  • marching on-in-time (MOT)
  • predictor-corrector scheme
  • Stability analysis
  • time-domain analysis
  • transient analysis
Statistical characterization of electromagnetic wave propagation in mine environments
Refereed Journals Year: 2013
Authors: A. C. Yucel, H. Bagci, E. Michielssen
  • 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
Accurate characterization of 3D diffraction gratings using time domain discontinuous Galerkin method with exact absorbing boundary conditions.
Refereed Journals Year: 2013
Authors: K. Sirenko,, Y. Sirenko, H. Bagci
  • Accurate characterization of 3D diffraction gratings using time domain discontinuous Galerkin method with exact absorbing boundary conditions
Characteristics of two-dimensional quantum turbulence in a compressible superfluid
Refereed Journals Year: 2013
Authors: T. W. Neely,, A. S. Bradley, E. C. Samson, S. J. Rooney, E. M. Wright, Kody J. H. Law, R. Carretero-González, P. G. Kevrekidis, M. J. Davis,, B. P. Anderson
  • 2d quantum turbulence
  • inverse energy cascade
  • compressible superfluid
  • BEC
Evolutionary games for multiple access control
Refereed Journals Year: 2013
Authors: Q. Zhu, H. Tembine, T. Basar
  • Evolutionary Games
  • Multiple Access Control in Wireless Networks
Data partition methodology for validation of predictive models
Refereed Journals Year: 2013
Authors: Rebecca E. Morrison,, Corey M. Bryant, Gabriel Terejanu, Serge Prudhomme
  • Cross-validation
  • Calibration
  • Parameter Estimation
  • inverse problems
  • Quantity of interest
Preconditioned Bayesian Regression for Stochastic Chemical Kinetics
Refereed Journals Year: 2013
Authors: A. Alexanderian, F. Rizzi, M.Rathinam, O.P. Le Maître, O.M. Knio
  • polynomial chaos
  • Bayesian regression
  • Preconditioner
  • Stochastic simulation algorithm
  • Chemical kinetics
Polynomial Chaos expansion for subsurface flows with uncertain soil parameters.
Refereed Journals Year: 2013
Authors: P. Sochala, O.P. Le Maître
  • Uncertainty Quantification
  • Global sensitivity analysis
  • Polynomial Chaos expansions
  • Richards’ equation
  • Non-intrusive spectral decomposition
Effects of network dissolution changes on pore-to-core upscaled reaction rates for kaolinite and anorthite reactions under acidic conditions
Refereed Journals Year: 2013
Authors: D.Kim, W.B. Lindquist
  • upscaling
  • reaction rates
  • network flow models
  • dissolution
A re-examination of throats
Refereed Journals Year: 2013
Authors: J.-W. Kim, D.Kim, W.B. Lindquist
  • porous media
  • throats
  • drainage
  • pore networks
Extended mean field games
Refereed Journals Year: 2013
Authors: D. Gomes, V. Voskanyan
  • Mean field games
  • random variables
  • velocity field dependence
A new method for large time behavior of degenerate viscous Hamilton–Jacobi equations with convex Hamiltonians
Refereed Journals Year: 2013
Authors: F. Cagnetti, D. Gomes, H. Mitake, H. Tran
  • Large-time behavior
  • Hamilton-Jacobi equations
  • Degenerate parabolic equations
  • Nonlinear adjoint methods
  • Viscosity solutions
Aubry-Mather theory for discontinuous Lagrangians
Refereed Journals Year: 2013
Authors: D. Gomes, G. Terrone
  • Discontinuous Lagrangians
  • Action minimizing measures
  • Hamilton-Jacobi equations
  • Viscosity solutions
Continuous time finite state space mean-field games
Refereed Journals Year: 2013
Authors: D. Gomes, J. Mohr, R. Sousa
  • Finite state mean-field games
  • Mean field games
  • mean field limit
Adjoint methods for obstacle problems and weakly coupled systems of PDE
Refereed Journals Year: 2013
Authors: F. Cagnetti, D. Gomes, H. Tran
  • Adjoint methods
  • cell problems
  • obstacle problems
  • Hamilton-Jacobi equations
  • weakly coupled systems
  • weak KAM theory
Parameter Identification in a Probabilistic Setting
Refereed Journals Year: 2013
Authors: Bojana V. Rosić, Anna Kučerová, Jan Sýkora, Oliver Pajonk, Alexander Litvinenko, Hermann G. Matthies
  • parameter identification
  • Non-Gaussian Bayesian update
  • Linear Bayes
  • Kalman filter
  • polynomial chaos
Sampling and Low-Rank Tensor Approximation of the Response Surface
Refereed Journals Year: 2013
Authors: Alexander Litvinenko, Hermann G. Matthies, El-Moselhy, Tarek A
  • Low-rank response surface
  • update of surrogate
  • PCE
  • low-rank update
  • uncertainties in aerodynamics
  • Uncertainty Quantification
Dark Solitary Waves in a Class of Collisionally Inhomogeneous Bose-Einstein Condensates
Refereed Journals Year: 2013
Authors: Chang Wang, Kody J. H. Law, Panayotis. G. Kevrekidis, Mason A. Porter
  • Bose-Einstein Condensates
  • dark solitons
A Priori Testing of Sparse Adaptive Polynomial Chaos Expansions Using an Ocean General Circulation Model Database
Refereed Journals Year: 2013
Authors: J. Winokur, P. Conrad, I. Sraj, O.M. Knio, A. Srinivasan, C. Thacker, Youssef M. Marzouk, M. Iskandarani
  • Uncertainty Quantification
  • polynomial chaos
  • Sparse Smolyak quadrature
  • Adaptive sampling
  • Ocean modeling
Uncertainty quanti fication in MD simulations of concentration driven ionic flow through a silica nanopore. Part II: uncertain potential parameters
Refereed Journals Year: 2013
Authors: F. Rizzi, R. Jones, B.J. Debusschere, O.M. Knio
  • Uncertainty quantifi cation in MD simulations of concentration driven ionic flow through a silica nanopore. Part II: uncertain potential parameters
Uncertainty Quanti fication in MD simulations of concentration driven ionic flow through a silica nanopore. Part I: sensitivity to physical parameters of the pore
Refereed Journals Year: 2013
Authors: F. Rizzi, R. Jones, B.J. Debusschere, O.M. Knio
  • Uncertainty Quanti fication in MD simulations of concentration driven ionic flow through a silica nanopore. Part I: sensitivity to physical parameters of the pore
Bayesian Inference of Dependence of Drag Coe ficient on Wind Speed using AXBT data from Typhoon Fanapi
Refereed Journals Year: 2013
Authors: I. Sraj, M. Iskandarani, A. Srinivasan, 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
Kriging and Spatial Design Accelerated by Orders of Magnitude: Combining Low-Rank Covariance Approximations with FFT-Techniques
Refereed Journals Year: 2013
Authors: Nowak, W, A. Litvinenko
  • low-rank tensor approximation
  • Spectral methods
  • Efficient geostatistical estimation
  • geostatistical optimal design,
A quasi-optimal sparse grids procedure for groundwater flows
Refereed Journals Year: 2014
Authors: J. Beck, F. Nobile, L. Tamellini, R. Tempone
  • Uncertainty Quantification
Convergence of quasi-optimal stochastic Galerkin methods for a class of PDEs with random coefficients
Refereed Journals Year: 2014
Authors: J. Beck, F. Nobile, L. Tamellini, R. Tempone
  • Uncertainty Quanti
Analysis of the discrete L2 projection on polynomial spaces with random evaluations
Refereed Journals Year: 2014
Authors: G. Migliorati, F. Nobile, E. Von Schwerin, R. Tempone
  • approximation theory
  • error analysis
  • multivariate polynomial approximation
  • Nonparametric regression
  • Noise-free data
  • Generalized polynomial chaos
  • Point collocation
A Stochastic Multiscale Method for the Elastodynamic Wave Equation Arising from Fiber Composites
Refereed Journals Year: 2014
Authors: Ivo Babuska, Mohammad Motamed, Raul Tempone
  • Fiber composites
  • multiscale simulation
  • stochastic elastic wave equation
  • Uncertainty Quantification
Analysis of the 3DVAR Filter for the Partially Observed Lorenz ’63 Model
Refereed Journals Year: 2014
Authors: Kody J. H. Law, A. Shukla, A.M. Stuart
  • Mathematics - Dynamical Systems
  • Mathematics - Optimization and Control
  • Physics - Data Analysis
  • Statistics and Probability
Proposals Which Speed-Up Function-Space MCMC
Refereed Journals Year: 2014
Authors: Kody J. H. Law
  • Statistics - Methodology
  • Mathematics - Dynamical Systems
  • Physics - Data Analysis
  • Statistics and Probability
Multiscale Modeling of Wear Degradation in Cylinder Liners
Refereed Journals Year: 2014
Authors: A. Moraes, F. Ruggeri, R. Tempone, P. Vilanova
  • Pure jump processes
  • Multiscale approximation
  • Indirect inference
  • Wear processes
  • Master Equation
On the Capacity of Multiple Access and Broadcast Fading Channels with Full Channel State Information at Low SNR
Refereed Journals Year: 2014
Authors: Z. Rezki, M. Alouini
  • Multi-access
  • broadcast
  • Ergodic capacity
  • capacity region
  • low SNR
  • low power
  • fading channel
  • on- off signaling
Computational analysis of liquid crystalline elastomer membranes: changing Gaussian curvature without stretch energy
Refereed Journals Year: 2014
Authors: F. Cirak, Q. Long, K.Bhattacharya, M.Warner
  • Liquid crystalline elastomer
  • Nematic elastomer
  • Soft material
  • Non-developable surface
  • Finite Elements
Risk-Sensitive Mean-Field Games
Refereed Journals Year: 2014
Authors: H. Tembine, Q. Zhu, T. Basar
  • Risk-Sensitive
  • Mean field games
  • Risk-Seeking
  • Risk-Averse
On the Low SNR Capacity of MIMO Fading Channels with Imperfect Channel State Information 2014
Refereed Journals Year: 2014
Authors: Fatma Benkhelifa, Abdoulaye Tall, Zouheir Rezki, Mohamed-Slim Alouini
  • Ergodic capacity
  • MIMO
  • CSI-T
  • CSI-R
  • channel estimation
  • Rayleigh fading channel
  • Rician fading channel
  • low SNR
A Newton-Galerkin method for fluid flow exhibiting uncertain periodic dynamics
Refereed Journals Year: 2014
Authors: M. Schick, V. Heuveline, O.P. Le Maître
  • Uncertainty Quantification
  • stochastic limit-cycle
  • Stochastic Navier-Stokes equations
  • stochastic period
  • polynomial chaos
  • long term integration
On the minimizers of Calculus of Variations problems in Hilbert Spaces
Refereed Journals Year: 2014
Authors: D. Gomes, L. Nurbekyan
  • calculus of variations
  • Hilbert Spaces
  • Minimizers
On the existence of stationary solutions of extended mean-field games
Refereed Journals Year: 2014
Authors: D. Gomes, S. Patrizi, V. Voskanyan
  • Extended mean field games
  • Stationary mean-field games
Mean field games models—a brief survey
Refereed Journals Year: 2014
Authors: D. Gomes, J. Saude
  • Mean field games
  • mean-field methods
  • differential games
On the stochastic Evans-Aronsson problem
Refereed Journals Year: 2014
Authors: D. Gomes, H. Sanchez-Morgado
  • Stochastic Evans-Aronsson
  • Mean field games
  • Non-coercive variational problems
On the Outage Capacity of the M-Block Fading Channel at Low-Power Regime
Refereed Journals Year: 2014
Authors: Zouheir Rezki, Mohamed-Slim Alouini
  • Outage capacity
  • low power
  • block-fading chan- nels
  • CSI-TR
Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats
Refereed Journals Year: 2014
Authors: Mike Espig, Wolfgang Hackbusch, Alexander Litvinenko, Hermann G. Matthies, Philipp Wähnert
  • Tensor approximation
  • Stochastic PDEs
  • Stochastic Galerkin matrix
  • Low-rank tensor formats,
  • Uncertainty Quantification
Exponential Stability of Shallow water Equations with Time Arbitrary Time Dependent Action
Refereed Journals Year: 2014
Authors: Ben M. Dia
  • Shallow water equations
  • Feedback control
  • Lyapunov stability
  • Riemann invariants
On the convergence of finite state mean-field games through Gamma-convergence
Refereed Journals Year: 2014
Authors: R. Ferreira, D. Gomes
  • Finite state mean-field games
  • Gamma-convergence
  • calculus of variations
Nonasymptotic Mean-Field Games 2014
Refereed Journals Year: 2014
Authors: H. Tembine
  • Nonasymptotic Mean-Field Games
  • mean-field approximation in finite regime
Mean-Field Games for Marriage
Refereed Journals Year: 2014
Authors: Dario Bauso, Ben Mansour Dia, Boualem Djehiche, Hamidou Tembine, Raul Tempone
  • Society Influence
  • Marriage
  • Mean-Field
Optimized Smart Grid Energy Procurement for LTE Networks Using Evolutionary Algorithms
Refereed Journals Year: 2014
Authors: Hakim Ghazzai, Elias Yaacoub, Mohamed-Slim Alouini, Adnan Abu Dayya​
  • Green Network
  • Energy efficiency
  • BS Sleeping Strategy
  • smart grid
  • Evolutionary Algorithms
Model reduction based on Proper Generalized Decomposition for the stochastic steady incompressible Navier-Stokes equations
Refereed Journals Year: 2014
Authors: L. Tamellini, O. Le Maître, A. Nouy
  • Uncertainty Quantification
  • Stochastic Navier-Stokes equations
  • Galerkin Method
  • Model Reduction
  • Reduced Basis
Drag Parameter Estimation Using Gradients and Hessian from a Polynomial Chaos Model Surrogate
Refereed Journals Year: 2014
Authors: I. Sraj, M. Iskandarani, C. Thacker, A. Srinivasan, O.M. Knio
  • Atmosphere-ocean interaction
  • Hurricanes
  • Ocean circulation
  • Bayesian methods
  • Inverse methods
  • Optimization
Dynamic and energetic stabilization of persistent currents in Bose-Einstein condensates.
Refereed Journals Year: 2014
Authors: Kody J. H. Law, T. W. Neely,, P. G. Kevrekidis, B. P. Anderson, A. S. Bradley, R. Carretero-González
  • Bose-Einstein condensate (BEC)
  • vortices
  • bifurcation and stability analysis
Determining white noise forcing from Eulerian observations in the Navier-Stokes equation
Refereed Journals Year: 2014
Authors: Viet Ha Hoang, Kody J. H. Law, A.M. Stuart
  • Bayesian Inference
  • Navier-Stokes equation
  • White noise forcing
An Extension of Clarke’s Model With Stochastic Amplitude Flip Processes
Refereed Journals Year: 2014
Authors: Hakon Hoel, Henrik Nyberg
  • Multipath channels
  • Gaussian processes
  • Ray tracing.
Achievable Rate of Spectrum Sharing Cognitive Radio Systems over Fading Channels at Low Power Regime
Refereed Journals Year: 2014
Authors: Lokman Sboui, Zouheir Rezki, Mohamed-Slim Alouini
  • underlay cognitive radio
  • Achievable Rate
  • Low power regime
  • Nakagami fading
  • partial CSI feedback
On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
Refereed Journals Year: 2014
Authors: R. Tempone, F. Nobile, Borzì, A, Annunziato, M
  • Hamilton-Jacobi-Bellman Equation
  • Fokker-Planck equation
  • Optimal Control Theory
  • Stochastic Differential Equations
  • Hybrid systems
On the Diversity-Multiplexing Tradeoff of Secret-Key Agreement over Multiple-Antenna Channels
Refereed Journals Year: 2014
Authors: Marwen Zorgui, Zouheir Rezki, Basel Alomair, Mohamed-Slim Alouini
  • Secret-key agreement
  • Outage Probability
  • high- power
  • diversity multiplexing tradeoff
Local regularity for mean-field games in the whole space
Refereed Journals Year: 2014
Authors: D. Gomes, E. Pimentel
  • Mean field games
  • Hamilton-Jacobi equations
  • Fokker-Planck equation
Socio-economic applications of finite state mean field games
Refereed Journals Year: 2014
Authors: D. Gomes, R. Velho, M. T. Wolfram
  • Finite state mean-field games
  • socio-economic models
  • numerical methods
Additional Results on the Hazard Rate Twisting-Based Simulation Approach
Refereed Journals Year: 2014
Authors: Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone
  • Crude Monte Carlo
  • rare events
  • Importance Sampling
  • hazard rate twisting
  • asymptotically optimal
  • twisting parameter
On the Static Loop Modes in the Marching-on-in-Time Solution of the Time-Domain Electric Field Integral Equation
Refereed Journals Year: 2014
Authors: Y. Shi, H. Bagci, M. Lu
  • Electric field integral equation
  • marching-on-in- time
  • Numerical Analysis
  • static loop modes
  • time domain
On the ergodic secrecy capacity of the wiretap channel under imperfect main channel estimation
Refereed Journals Year: 2014
Authors: Z. Rezki, A. Khisti, M. Alouini
  • Secrecy capacity
  • imperfect channel estimation
  • on- off signaling
Energy Efficiency and SINR Maximization Beamformers for Spectrum Sharing With Sensing Information
Refereed Journals Year: 2014
Authors: A. Alabbasi, Z. Rezki, B. Shihada
  • Cognitive radio
  • MIMO
  • beamforming
  • Energy efficiency
  • Resource allocation
  • Spectrum sensing
  • Spectrum sharing
Ergodic Secret Message Capacity of the Wiretap Channel with Finite-Rate Feedback
Refereed Journals Year: 2014
Authors: Z. Rezki, A. Khisti, M. Alouini
  • ARQ feedback
  • Secrecy capacity
  • capacity of fading channels
  • high-SNR
  • low SNR
  • proactive feedback
Goal-oriented error estimation based on equilibrated-flux reconstruction for finite element approximations of elliptic problems
Refereed Journals Year: 2014
Authors: I. Mozolevski, S. Prudhomme
  • Finite Element method
  • Goal-oriented estimates
  • Quantity of interest
  • Asymptotically-exact error estimates
  • Dual problem
Variational Multi-Scale method with spectral approximation of the sub-scales: Application to 1-d convection-diffusion equation
Refereed Journals Year: 2015
Authors: Tomas Chacon Rebollo, Ben Mansour Dia
  • Variational Multiscale
  • Convection-Diffusion
  • Stabilization
  • Spectral Approximation
Achievable Rate of a Cognitive MIMO Multiple Access Channel with Multi-Secondary Users
Refereed Journals Year: 2015
Authors: L. Sboui, H. Ghazzai, Z. Rezki, M. Alouini
  • Achievable Rate
  • mul-tiple secondary users
  • space alignment
  • underlay cognitive radio
Energy Efficient Resource Allocation for Cognitive Radios: A Generalized Sensing Analysis
Refereed Journals Year: 2015
Authors: A. Alabbasi, Z. Rezki, B. Shihada
  • Spectrum sharing
  • Energy efficiency
  • Resource allocation
  • Spectrum sensing
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field-Type Control
Refereed Journals Year: 2015
Authors: B. Djehiche, H. Tembine, R. Tempone
  • Optimization and Control (math.OC)
  • Systems and Control (cs.SY)
  • Probability (math.PR)
  • Risk Management (q-fin.RM)
Integrated sizing and scheduling of Wind/PV/Diesel/Battery isolated systems
Refereed Journals Year: 2015
Authors: A. Malheiro, P. Castro, R. Lima, A. Estanqueiro
  • LCOE
  • Isolated hybrid systems
  • Sizing optimization
  • Renewable energies
An Improved Hazard Rate Twisting Approach for the Statistic of the Sum of Subexponential Variates
Refereed Journals Year: 2015
Authors: Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone
  • hazard rate twisting
  • asymptotic optimality
  • minmax approach
  • subexponential
  • twisting parameter
  • variance reduction
Variance Decomposition in Stochastic Simulators
Refereed Journals Year: 2015
Authors: Olivier Le Maitre, Omar Knio, Alvaro Moraes
  • Variance Decomposition in Stochastic Simulators
Spectral analysis in thin tubes with axial heterogeneities
Refereed Journals Year: 2015
Authors: Rita Ferreira, M. Luísa Mascarenhas, Andrey Piatnitski
  • Spectral analysis
  • dimension reduction
  • homogenization
  • quantum waveguides
Unified Importance Sampling Schemes for Efficient Simulation of Outage Capacity over Generalized Fading Channels
Refereed Journals Year: 2015
Authors: Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone
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  • naive Monte Carlo
  • hazard rate twisting
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Symmetry Breaking in MILP Formulations for Unit Commitment Problems
Refereed Journals Year: 2016
Authors: R. Lima, A. Novais
  • OR in Energy
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  • MILP
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A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions 2017
Refereed Journals Year: 2017
Authors: F. Ruggeri, Z. Sawlan, M. Scavino, R. Tempone
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On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment
Refereed Journals Year: 2017
Authors: Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone
  • On the Efficient Simulation of Outage Probability in a Log-normal Fading Environment
Systematic validation of non-equilibrium thermochemical models using Bayesian inference
Manuscripts Year: 2013
Authors: K. Miki, S. Prudhomme, M.Panesi
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  • inverse problem
  • Nitrogen ionization
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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
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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
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Weak KAM theory in the d-infinite dimensional torus
Manuscripts Year: 2013
Authors: D. Gomes L. Nurbekyan
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A Unified Framework for the Ergodic Capacity of Spectrum Sharing Cognitive Radio Systems
Manuscripts Year: 2013
Authors: Lokman Sboui, Zouheir Rezki, Mohamed-Slim Alouini
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  • Spectrum sharing
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  • 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
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Hybrid Chernoff Tau-leap
Manuscripts Year: 2014
Authors: A. Moraes, R. Tempone, P. Vilanova
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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
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  • 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
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  • stochastic Galerkin approximation
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On non-asymptotic optimal stopping criteria in Monte Carlo Simulations
Manuscripts Year: 2014
Authors: Christian Bayer, Håkon Hoel, Von Schwerin Erik, Raul Tempone
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Obstacle mean field game problem
Manuscripts Year: 2014
Authors: D. Gomes, S. Patrizi
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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
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  • 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
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  • 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
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  • Finite Element method
  • error analysis
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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
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  • 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
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
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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
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
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  • 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
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  • 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
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  • 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
A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks
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
  • reaction splitting
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
Manuscripts Year: 2016
Authors: F. Ruggeri, Z. Sawlan, M. Scavino, R. Tempone
  • Linear Parabolic PDEs
  • Noisy Boundary Parameters,
  • Bayesian Inference
  • Heat Equation
  • Thermal Diffusivity
Multilevel ensemble Kalman filtering
Manuscripts Year: 2016
Authors: Håkon Hoel, Kody J. H. Law, Raul Tempone
  • Multilevel ensemble Kalman filtering
An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks
Manuscripts Year: 2016
Authors: C. Bayer, A.Moraes, R. Tempone, P. Vilanova
  • Forward-reverse algorithm
  • Monte Carlo EM algorithm
  • inference for stochastic reaction networks
  • bridges for continuous-time Markov chains
A Sparse Stochastic Collocation Technique for High Frequency Wave Propagation with Uncertainty
Manuscripts Year: 2016
Authors: Gabriela Malenova, Mohammad Motamed, Olof Runborg, Raul Tempone
  • A Sparse Stochastic Collocation Technique for High Frequency Wave Propagation with Uncertainty
An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
Manuscripts Year: 2016
Authors: F. Nobile, L. Tamellini, R. Tempone, F. Tesei
  • An adaptive sparse grid algorithm with application to elliptic PDEs with lognormal diffusion coefficient
Multi-Index Stochastic Collocation for random PDEs
Manuscripts Year: 2016
Authors: A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone
  • Multi-Index Stochastic Collocation for random PDEs
Multilevel hybrid split-step implicit tau-leap
Manuscripts Year: 2016
Authors: ​C. Ben Hammouda, A.Moraes, R. Tempone
  • Stochastic reaction networks
  • Multilevel Monte Carlo
  • Split-step implicit
Bayesian inference and model comparison for metallic fatigue data
Manuscripts Year: 2016
Authors: I. Babuska, Z. Sawlan, M. Scavino, B.Szabo, R. Tempone
  • Metallic fatigue data
  • fatigue life prediction
  • random fatigue-limit models
  • maximum likelihood methods
  • Bayesian computational techniques for model calibration/ranking
  • predictive accuracy for Bayesian models.
On the Relation Between Flexibility Analysis and Robust Optimization for Linear Systems
Manuscripts Year: 2016
Authors: Q. Zhang, R. Lima, I. Grossmann
  • On the Relation Between Flexibility Analysis and Robust Optimization for Linear Systems
Parameter Estimation via Conditional Expectation — A Bayesian Inversion
Manuscripts Year: 2016
Authors: H. Matthies, E. Zander, B. Rosic, A. Litvinenko
  • Parameter Estimation
  • Conditional Expectation
  • Bayesian Inversion
Some probabilistic properties of fractional point processes
Manuscripts Year: 2016
Authors: R. Garra, E. Orsingher, M. Scavino
  • Fractional point processes
  • Bern?stein functions
  • Space-time Fractional Poisson processes
  • grey Brownian motion
Smoothing the payoff for efficient computation of Basket option prices
Manuscripts Year: 2016
Authors: C. Bayer, M. Siebenmorgen, R. Tempone
  • Basket option pricing
  • smoothing payoff
Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
Manuscripts Year: 2016
Authors: Soeren Wolfers, Fabio Nobile, Raul Tempone
  • Sparse approximation of multilinear problems with applications to kernel-based methods in UQ.
Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements
Manuscripts Year: 2017
Authors: M. Iglesias, Z. Sawlan, M. Scavino, R. Tempone, C. Wood
  • Heat Equation
  • Nuisance Boundary Parameters Marginalization
  • Heat Flux Measurements,
  • Solid Walls
  • Bayesian Inference
  • Thermal Resistance
  • Heat Capacity
  • Experimental Design.
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Manuscripts Year: 2017
Authors: A. Haji-Ali, R. Tempone
  • Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation
Implied Stopping Rules for American Basket Options from Markovian Projection
Manuscripts Year: 2017
Authors: C. Bayer, J Happola, R. Tempone
  • Implied Stopping Rules for American Basket Options from Markovian Projection
ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
Manuscripts Year: 2017
Authors: A. Litvinenko, M. Genton, Y. Sun, D. Keyes
  • ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters
Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
Manuscripts Year: 2017
Authors: J. Beck, B. Dia, L. Espath, Q. Long, R. Tempone
  • Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain
Tucker tensor analysis of Matern functions in spatial statistics
Manuscripts Year: 2018
Authors: Alexander Litvinenko, David Keyes, Venera Khoromskaia, Boris N. Khoromskij, Hermann G. Matthies

Acknowledgements:

​The research reported in this publication was supported by funding from King
Abdullah University of Science and Technology (KAUST).

Bibtex:

​
@ARTICLE{2017arXiv171106874L,
   author = {{Litvinenko}, A. and {Keyes}, D. and {Khoromskaia}, V. and {Khoromskij}, B.~N. and 
 {Matthies}, H.~G.},
    title = "{Tucker Tensor analysis of Matern functions in spatial statistics}",
  journal = {ArXiv e-prints},
archivePrefix = "arXiv",
   eprint = {1711.06874},
 primaryClass = "math.NA",
 keywords = {Mathematics - Numerical Analysis, 62F99, 62P12, 65F30, 65F40, G.3, G.4, J.2},
     year = 2017,
    month = nov,
   adsurl = {http://adsabs.harvard.edu/abs/2017arXiv171106874L},
  adsnote = {Provided by the SAO/NASA Astrophysics Data System}
}
  • Fourier transform
  • low-rank tensor approximation
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  • Kriging
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Power Control for D2D Underlay Cellular Networks with Imperfect CSI
Technical Reports Year: 2015
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  • device-to-device communications
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Technical Reports Year: 2016
Authors: Mohamed Ridha Znaidi, Zouheir Rezki, Mohamed-Slim Alouini
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Mean field stochastic games for sinr-based medium access control
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Mean field games for cognitive radio networks
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Cloud Networking Mean Field Games
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  • Mean field games
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  • capacity sharing
Random matrix games in wireless networks
Conference Proceedings Year: 2012
Authors: M. Khan, H. Tembine
  • random marix games
  • robust games
  • CODIPAS learning
Cooperative decoding in femtocell networks: Performance-complexity tradeoff
Conference Proceedings Year: 2012
Authors: Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini
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  • Femtocells
  • CDMA
  • Interference Cancellation (IC)
  • Cooperative decoding
Quantifying uncertainty of ion chemistry in premixed methane-air flames
Conference Proceedings Year: 2013
Authors: F. Rizzi, M. El Morsli, F. Bisetti, O.M. Knio
  • Uncertainty Quantification
Impact of I/Q imbalance on the performance of two-way CSI-assisted AF relaying
Conference Proceedings Year: 2013
Authors: Jian Qi, Sonia Aissaz, Mohamed-Slim Alouini
  • Uncertainty Quantification
Multi-hop amplify-and-forward relaying cooperation in the presence of I/Q imbalance
Conference Proceedings Year: 2013
Authors: Jian Qi, Sonia Aissaz, Mohamed-Slim Alouini
  • Uncertainty Quantification
Multi-pair cognitive two-way relaying and power allocation under imperfect CSI
Conference Proceedings Year: 2013
Authors: P Ubaidulla, Mohamed-Slim Alouini, Sonia Aissaz
  • convex optimization
  • Cognitive radio
Cognitive relaying and power allocation under channel state uncertainties
Conference Proceedings Year: 2013
Authors: P Ubaidulla, Mohamed-Slim Alouini, Sonia Aissaz
  • Cognitive radio
  • convex optimization
Capacity of Spectrum Sharing Cognitive Radio Systems over Nakagami Fading Channels at Low SNR
Conference Proceedings Year: 2013
Authors: Lokman Sboui, Zouheir Rezki, Mohamed-Slim Alouini
  • underlay cognitive radio
  • Ergodic capacity
  • Spectrum sharing
  • low SNR
  • Nakagami fading
  • Interference and Power constraints.
Evolutionary Coalitional Games for Random Access Control
Conference Proceedings Year: 2013
Authors: Xin Luo, Hamidou Tembine
  • evolutionary coalitional games
  • coalitional CODIPAS learning
  • group-formation
  • evolutionarily stable coalitional structure
Overlay cognitive radio systems with adaptive two-way relaying
Conference Proceedings Year: 2013
Authors: A. Hyadi, E. Driouch, W. Ajib, M. Alouini
  • two-way relaying
  • Overlay Cognitive Network
  • Outage Probability
  • Power Allocation
  • Adaptive Relaying
Performance analysis of cognitive multihop relaying with M-QAM detect-and-forward in Nakagami-m fading channels
Conference Proceedings Year: 2013
Authors: M. Ben Jillali, A. Hyadi, D. B. Da Costa, M. Alouini
  • Multihop Regenerative Relaying
  • Spectrum sharing
  • Nakagami-𝑚 fading Channels.
  • 𝑀-QAM
Performance of Green LTE networks powered by the smart grid with time varying user density
Conference Proceedings Year: 2013
Authors: H. Ghazzai, Elias Yaacoub, M. Alouini, A. Abu-Dayya
  • Green communication
  • procurement model
  • energy saving
  • sleeping strategy
  • smart grid
A Genetic Algorithm for Multiple Relay Selection in Two-Way Relaying Cognitive Radio Networks
Conference Proceedings Year: 2013
Authors: A. M. Sharoa, H. Ghazzai, M. Alouini
  • Cooperative cognitive radio network
  • two-way relaying
  • genetic algorithm
Exact Symbol Error Probability of Square M-QAM Signaling over Generalized Fading Channels subject to Additive Generalized Gaussian Noise
Conference Proceedings Year: 2013
Authors: Hamza Soury, Ferkan Yilmaz, Mohamed-Slim Alouini
  • Symbol error probability
  • quadrature amplitude modulation,
  • additive generalized Gaussian noise
  • generalized Gaussian Q-function
  • Laplacian noise
  • generalized composite fading channels
  • extended generalized-K fading,
  • generalized-K fading
On the capacity of multiple access and broadcast fading channels with full channel state information at low power regime
Conference Proceedings Year: 2013
Authors: Z. Rezki, M. Alouini
  • Multi-access
  • broadcast
  • Ergodic capacity
  • capacity region
  • low SNR
  • low power
  • fading channel
  • on-off signaling
Effective capacity of Nakagami-m fading channels with full channel state information in the low power regime
Conference Proceedings Year: 2013
Authors: Fatma Benkhelifa, Zouheir Rezki, Mohamed-Slim Alouini
  • E ffective capacity
  • Nakagami-m
  • QoS
  • on-o ff scheme
  • low SNR
Improving the Throughput of Cognitive Radio Networks Using the Broadcast Approach
Conference Proceedings Year: 2013
Authors: Lokman Sboui, Zouheir Rezki, Mohamed-Slim Alouini
  • underlay cognitive radio
  • Achievable Rate
  • broadcast approach
  • quantized CSI
  • fading channels.
Delay reduction in lossy intermittent feedback for generalized instantly decodable network coding
Conference Proceedings Year: 2013
Authors: Ahmed Douik,, Sameh Sorour, Mohamed-Slim Alouini, Tareq Al-Naffouri
  • Multicast Channels
  • Lossy Intermittent Feedback,
  • Minimum Decoding Delay
  • Maximum Weight Clique Problem
Efficient incremental relaying
Conference Proceedings Year: 2013
Authors: Muhammad Mehboob Fareed, Mohamed-Slim Alouini
  • Wireless relays
  • Spectral Efficiency
Mean-Field Learning for Satisfactory Solutions
Conference Proceedings Year: 2013
Authors: H. Tembine, R. Tempone, P. Vilanova
  • mean field learning
  • satisfactory solution
  • speedup learning
  • convergence time
Electromagnetic scattering of a vector Bessel beam in the presence of an impedance cone
Conference Proceedings Year: 2013
Authors: M. A. Salem, H. Bagci
  • Electromagnetic scattering of a vector Bessel beam in the presence of an impedance cone
Quasi-exact evaluation of time domain MFIE MOT matrix elements.
Conference Proceedings Year: 2013
Authors: Y. Shi, H. Bagci, M. Lu, B. Shanker, E. Michielssen
  • Quasi-exact evaluation of time domain MFIE MOT matrix elements
On spurious resonant modes in the MOT solution of time domain EFIE.
Conference Proceedings Year: 2013
Authors: Y. Shi, H. Bagci, M. Lu
  • On spurious resonant modes in the MOT solution of time domain EFIE
Explicit solution of Calderon preconditioned time domain integral equations.
Conference Proceedings Year: 2013
Authors: H. A. Ulku, H. Bagci, E. Michielssen
  • Explicit solution of Calderon preconditioned time domain integral equations
Exact absorbing boundary conditions for numerical modeling of 3-D diffraction gratings.
Conference Proceedings Year: 2013
Authors: K. Sirenko,, Y. Sirenko, H. Bagci
  • Exact absorbing boundary conditions for numerical modeling of 3-D diffraction gratings
Explicit marching on-in-time solution of the mixed-discretized time domain magnetic field integral equation at low frequencies.
Conference Proceedings Year: 2013
Authors: H. A. Ulku, H. Bagci
  • Explicit marching on-in-time solution of the mixed-discretized time domain magnetic field integral equation at low frequencies
Stability analysis of predictor-corrector based quasi-explicit MOT-TDIE solvers.
Conference Proceedings Year: 2013
Authors: H. A. Ulku, H. Bagci
  • Stability analysis of predictor-corrector based quasi-explicit MOT-TDIE solvers
A stable and explicit MOT solver for the time domain volume electric field integral equation.
Conference Proceedings Year: 2013
Authors: S. Bin Sayed, H. A. Ulku, H. Bagci
  • A stable and explicit MOT solver for the time domain volume electric field integral equation
A PMCHWT surface integral equation solver for analyzing transient plasmonic interactions.
Conference Proceedings Year: 2013
Authors: I. E. Uysal, H. A. Ulku, H. Bagci
  • A PMCHWT surface integral equation solver for analyzing transient plasmonic interactions
A fast-multipole domain decomposition integral equation solver for characterizing electromagnetic wave propagation in mine environments.
Conference Proceedings Year: 2013
Authors: A. C. Yucel, Y. Liu, H. Bagci
  • A fast-multipole domain decomposition integral equation solver for characterizing electromagnetic wave propagation in mine environments
Robust linear quadratic mean-field games in crowd-seeking social networks
Conference Proceedings Year: 2013
Authors: H. Tembine, D. Bauso, T. Basar
  • Crowd-seeking social networks
  • robust mean-field games
Achievable Rate of Cognitive Radio Spectrum Sharing MIMO Channel with Space Alignment and Interference Temperature Precoding
Conference Proceedings Year: 2013
Authors: Lokman Sboui, Hakim Ghazzai, Zouheir Rezki, Mohamed-Slim Alouini
  • Achievable Rate
  • underlay cognitive radio
  • Spectrum sharing
  • Space alignment Interference Alignment
  • successive interference cancellation
A projection method for under determined optimal experimental designs
Conference Proceedings Year: 2013
Authors: Q. Long, M. Scavino, R. Tempone, S. Wang
  • A projection method for under determined optimal experimental designs
The Capacity of the Cascaded Fading Channel in the Low Power Regime
Conference Proceedings Year: 2014
Authors: F. Benkhelifa, Zouheir Rezki, M. Alouini
  • Cascaded fading channel
  • Ergodic capacity
  • low SNR
  • RF
  • FSO
  • Rayleigh-Product fading
  • Gamma-Gamma distribution
Demand response scheme based on lottery-like rebates
Conference Proceedings Year: 2014
Authors: Galina Schwartz, Hamidou Tembine, Saurabh Amin, Shankar Sastry
  • Demand response
  • lottery
Tutorial on mean-field type games
Conference Proceedings Year: 2014
Authors: H. Tembine
  • mean field type games
Cooperative Mean-Field Type Games
Conference Proceedings Year: 2014
Authors: Abdoul Karim Cisse, Hamidou Tembine
  • cooperation
  • mean field type games
Nonasymptotic Mean-Field Games
Conference Proceedings Year: 2014
Authors: H. Tembine
  • Nonasymptotic Mean-Field Games
Fast Distributed Strategic Learning for Global Optima in Queueing Access Games
Conference Proceedings Year: 2014
Authors: H. Tembine
  • Fast Distributed Strategic Learning
  • Global Optima
  • Queueing Access Games
A variational Multi-Scale method with spectral approximation of the sub-scales
Conference Proceedings Year: 2014
Authors: Tomas Rebollo Chacon, Ben Mansour Dia
  • Multiscale Method
  • Galerkin Method
  • Stabilization
On the Throughput of a Relay-Assisted Cognitive Radio MIMO Channel with Space Alignment
Conference Proceedings Year: 2014
Authors: Lokman Sboui, Hakim Ghazzai, Zouheir Rezki, Mohamed-Slim Alouini
  • MIMO space alignment
  • underlay cognitive radio
  • successive interference cancellation
  • amplify-and-forward relay
A generalized finite difference scheme for the 2-D shallow water equations
Conference Proceedings Year: 2014
Authors: Ben M. Dia, Leon M. S. Tine, Ababacar Diagne
  • Finite difference
  • Shallow water equations
  • Stability analysis
Solution to a Riemann Problem at the Junction of Two Reaches
Conference Proceedings Year: 2014
Authors: M. S. Goudiaby, M. L. Diagne, Ben M. Dia
  • Riemann problem
  • Saint-Venant equations
  • hyperbolic systems
  • open canal network
On the low SNR capacity of log-normal turbulence channels with full CSI
Conference Proceedings Year: 2014
Authors: F. Benkhelifa, Z. Rezki, M. Alouini
  • Channel Capacity
  • Full CSI
  • Log-Normal Turbulence
  • low SNR
  • on-off signaling
On the Secrecy Capacity of the MISO Wiretap Channel under Imperfect Channel Estimation
Conference Proceedings Year: 2014
Authors: Z. Rezki, Basel Alomair, M. Alouini
  • Secrecy capacity
  • imperfect channel estimation
  • on-off signaling
  • multiple antennas
  • artificial noise
  • beamforming
On the Secrecy Capacity of the Broadcast Wiretap Channel with Imperfect Channel State Information
Conference Proceedings Year: 2014
Authors: A. Hyadi, Z. Rezki, A. Khisti, M. Alouini
  • On the Secrecy Capacity of the Broadcast Wiretap Channel with Imperfect Channel State Information
On Energy Efficient Power Allocation for Power-Constrained Systems
Conference Proceedings Year: 2014
Authors: L. Sboui, Z. Rezki, M. Alouini
  • On Energy Efficient Power Allocation for Power-Constrained Systems
Energy Efficiency and SINR Maximization Beamformers for Cognitive Radio Utilizing Sensing Information
Conference Proceedings Year: 2014
Authors: A. Alabbasi, Z. Rezki, B. Shihada
  • Cognitive radio
  • MIMO
  • beamforming
  • Energy efficiency
  • Resource allocation
  • Spectrum sensing
  • Spectrum sharing
On the Low SNR Capacity of MIMO Fading Channels with Imperfect Channel State Information
Conference Proceedings Year: 2014
Authors: F. Benkhelifa, Z. Rezki, M. Alouini
  • CSI-R
  • CSI-T
  • Ergodic capacity
  • MIMO
  • Rayleigh fading channel
  • Rician fading channel
  • channel estimation
  • low SNR
Energy efficient scheme for cognitive radios utilizing soft sensing
Conference Proceedings Year: 2014
Authors: A. Alabbasi, Z. Rezki, B. Shihada
  • Energy efficiency
  • Resource allocation
  • Spectrum sensing
  • Spectrum sharing
Comparison of Clenshaw–Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
Conference Proceedings Year: 2015
Authors: F. Nobile, L. Tamellini, R. Tempone
  • Uncertainty Quantification
  • PDEs with random data
  • linear elliptic equations
  • Stochastic Collocation methods
  • Sparse grids approximation
  • Leja points
  • Clenshaw–Curtis points
Delay-Limited Capacity of Fading Multiple Access and Broadcast Channels in the Low Power Regime
Conference Proceedings Year: 2015
Authors: Z. Rezki, M. Alouini
  • ​ Delay-Limited Capacity of Fading Multiple Access and Broadcast Channels in the Low Power Regime
On Achievable Rate of Two-Way Relaying Cognitive Radio with Space Alignment
Conference Proceedings Year: 2015
Authors: L. Sboui, H. Ghazzai, Z. Rezki, M. Alouini
  • On Achievable Rate of Two-Way Relaying Cognitive Radio with Space Alignment
An Efficient Simulation Scheme of the Outage Probability with Co-Channel Interference
Conference Proceedings Year: 2015
Authors: Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone
  • Outage Probability
  • sum of correlated Lognormal
  • Importance Sampling
  • computational gain
  • naive Monte Carlo simulations
Secret-key Agreement over Spatially Correlated Fast-Fading Multiple-Antenna Channels with Public Discussion
Conference Proceedings Year: 2015
Authors: Marwen Zorgui, Zouheir Rezki, Basel Alomair, Mohamed-Slim Alouini
  • Secret-key agreement
  • MIMO systems
  • optimal signaling
  • correlation
  • beamforming
  • high power regime
Inverse Problems in a Bayesian Setting
Book chapters Year: 2016
Authors: H. G. Matthies, E. Zander, B. V. Rosić, A. Litvinenko, O. Pajonk
  • Inverse Problems in a Bayesian Setting
Smart grid energy procurement for green LTE cellular networks
Book chapters Year: 2013
Authors: Hakim Ghazzai, Elias Yaacoub, Mohamed-Slim Alouini, Adnan Abu Dayya​
  • LTE networks
  • smart grid
Numerical Methods for Uncertainty Quantification and Bayesian update in Aerodynamics
Book chapters Year: 2013
Authors: A. Litvinenko, H. G. Matthies
  • Numerical Methods for Uncertainty Quantification and Bayesian update in Aerodynamics
Hybrid learning in stochastic games and its applications in network security
Book chapters Year: 2013
Authors: Q. Zhu, H. Tembine, T. Basar
  • Strategic Learning
  • Hybrid systems
  • Game Theory
  • Network Security
Adaptive multilevel Monte Carlo simulation
Book chapters Year: 2012
Authors: Hoel Håkon, Von Schwerin Erik, Szepessy Anders, Tempone Raúl
  • Computational finance,
  • Monte Carlo
  • multilevel
  • adaptivity
  • weak approximation
  • error control
  • Euler–Maruyama method
  • a posteriori error estimates
  • backward dual functions
  • adjoints
Noisy mean field game model for malware propagation in opportunistic networks
Book chapters Year: 2012
Authors: H. Tembine, P. Vilanova, M. Debbah
  • Mean field games
  • opportunistic networks.
Distributed Strategic Learning for Wireless Engineers
Books Year: 2012
Authors: H. Tembine
  • Distributed Strategic Learning
  • Speedup
  • Sparse Learning
  • Time-Scaling
  • Combined Learning
  • CODIPAS
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