support@kaust.edu.sa
+966 (12) 808-3463
logo-black
  • Home
  • People
  • Research
  • Thesis
  • Publications
    • 2021
    • 2020
    • 2019
    • 2018
    • 2017
    • 2016
    • 2015
    • 2014
    • 2013
    • 2012
    • 2011
    • 2010
    • 2009
    • 2008
    • 2007
    • 2006
    • 2005
    • 2004
    • 2003
    • 2002
    • 2001
    • 1999
    • 1998
    • 1
  • Collaborators
  • Events
    • KAUST UQ School 2016
    • UQ Annual Workshop 2016
    • UQ Annual Workshop 2015
  • News
  • Teaching
  • Seminars
  • Join/Contact us
Stochastic Numerics Research Group
breadcrumb-bg

2011

  1. Home
  2. Publications
  • Clear filters
How accurate is molecular dynamics?
Year: 2011
Authors: Christian Bayer, H. Hoel, P. Plechac, A. Szepessy, R. Tempone
  • How accurate is molecular dynamics?
Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison
Year: 2011
Authors: Joakim Back, Fabio Nobile, Lorenzo Tamellini, Raul Tempone
Diffusion approximation of Lévy processes with a view towards finance
Year: 2011
Authors: Kiessling, Jonas, Raul Tempone
  • Levy processes
  • infinite activity
  • diffusion approximation
  • Monte Carlo
  • Weak approximation
  • error expansion
  • A posteriori error estimates
  • adaptivity
  • error control
  • mathematical finance
Towards automatic global error control: computable weak error expansion for the tau-leap method
Year: 2011
Authors: Karlsson, Jesper, Raul Tempone
  • Tau-leap
  • Weak approximation
  • reaction networks
  • Markov chain
  • error estimation
  • A posteriori error estimates
  • backward dual functions
Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients
Year: 2011
Authors: Fabio Nobile, L. Tamellini, R. Tempone
  • Uncertainty Quantification
  • PDEs with random data
  • elliptic equations
  • multivariate polynomial approximation
  • Best M-Terms approximation
  • Stochastic Galerkin methods
  • Smolyak approximation
  • Sparse grids
  • Stochastic collocation methods
Mean field interaction in biochemical reaction networks
Year: 2011
Authors: H. Tembine, R. Tempone, P. Vilanova
  • Mean field interaction
  • reaction networks
On the Linear Stability of the Fifth-Order WENO Discretization
Year: 2011
Authors: M. Motamed,, C. B. Macdonald, S. J. Ruuth
  • Linear stability analysis
  • Method of lines
  • WENO
  • Multistep methods,
  • Runge–Kutta methods
  • Hyperbolic conservation laws
Mean field stochastic games for sinr-based medium access control
Year: 2011
Authors: H. Tembine, P. Vilanova, M. Assaad, M. Debbah
  • Mean field stochastic games
  • SINR
logo-white

"KAUST shall be a beacon for peace, hope and reconciliation, and shall serve the people of the Kingdom and the world."

King Abdullah bin Abdulaziz Al Saud, 1924 – 2015

Contact Us

  • +966 (12) 808-0307
  • sri.uq@kaust.edu.sa​
  • 4700 King Abdullah University of Science and Technology

    Thuwal 23955-6900

    Kingdom of Saudi Arabia

Quick links

    https://stochasticnumerics.kaust.edu.sa

    https://sri-uq.kaust.edu.sa 

© King Abdullah University of Science and Technology. All rights reserved

Privacy Policy
Terms of Use