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SRI - Center for Uncertainty Quantification in Computational Science & Engineering

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Refereed Journals

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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
  • Outage capacity
  • naive Monte Carlo
  • hazard rate twisting
  • Importance Sampling
  • asymptotic optimality
  • bounded relative error
Symmetry Breaking in MILP Formulations for Unit Commitment Problems
Refereed Journals Year: 2016
Authors: R. Lima, A. Novais
  • OR in Energy
  • Unit Commitment
  • MILP
  • Symmetry Breaking
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
  • A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
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
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