2014

Convergence of quasi-optimal stochastic Galerkin methods for a class of PDEs with random coefficients

Year: 2014

Authors: Joakim Beck, Nobile, F, L. Tamellini, R. Tempone

Uncertainty Quantification
PDEs with random data
linear elliptic equations
multivariate polynomial approximation
best M -terms polynomial approximation
Stochastic Galerkin methods
sub-exponential convergence

A quasi-optimal sparse grids procedure for groundwater flows

Year: 2014

Authors: Joakim Beck, Nobile, F, L. Tamellini, R. Tempone

Uncertainty Quantification

Analysis of the discrete L2 projection on polynomial spaces with random evaluations

Year: 2014

Authors: G. Migliorati, Fabio Nobile, Erik Von Schwerin, Raul Tempone

approximation theory
error analysis
multivariate polynomial approximation
Nonparametric regression
Noise-free data
Generalized polynomial chaos
Point Collocation

Fast Distributed Strategic Learning for Global Optima in Queueing Access Games

Year: 2014

Authors: Hamidou Tembine

Fast Distributed Strategic Learning
Global Optima
Queueing Access Games

Tutorial on mean-field type games

Year: 2014

Authors: Hamidou Tembine

Mean Field Type Games

Demand response scheme based on lottery-like rebates

Year: 2014

Authors: Galina Schwartz, Hamidou Tembine, Saurabh Amin, Shankar Sastry

Demand response
lottery

On non-asymptotic optimal stopping criteria in Monte Carlo Simulations

Year: 2014

Authors: Christian Bayer, Håkon Hoel, Erik Von Schwerin, Raul Tempone

Monte Carlo methods
Optimal stopping
sequential stopping rules,
non-asymptotic

To be or not to be intrusive? The solution of parametric and stochastic equations - the "plain vanilla" Galerkin case

Year: 2014

Authors: Loïc Giraldi, Alexander Litvinenko, Dishi Liu, Hermann G. Matthies, Anthony Nouy

Uncertainty Quantification
stochastic Galerkin approximation
parametric problems
stochastic equation
coupled system
non-intrusive computation

Computable error estimates of a finite difference scheme for option pricing in exponential Levy models

Year: 2014

Authors: J. Kiessling And 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

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

Year: 2014

Authors: Annunziato, M, Borzì, A, Nobile, F, Tempone, R.

Hamilton-Jacobi-Bellman Equation
Fokker-Planck Equation
Optimal Control Theory
Stochastic differential equations
Hybrid systems

Mean Field Games for Marriage

Year: 2014

Authors: Dario Bauso, Ben Mansour Dia, Boualem Djehiche, Hamidou Tembine, Raul Tempone

Society Influence
Marriage
Mean-Field

Construction of a mean square error adaptive Euler–Maruyama method with applications in multilevel Monte Carlo. 2014

Year: 2014

Authors: Haakon Hoel, Juho Häppölä, R. Tempone

Adaptive time stepping
Stochastic differential equations
Multilevel Monte Carlo

Well-Posedness And Accuracy Of The Ensemble Kalman Filter In Discrete And Continuous Time

Year: 2014

Authors: D. B. Kelly, Kody J.H. Law,, A.M. Stuart

ﬁltering
EnKF
chaotic dynamical systems
Navier-Stokes
Lorenz 96
Lorenz 63

Analysis of the 3DVAR Filter for the Partially Observed Lorenz ’63 Model

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

Multiscale Modeling of Wear Degradation in Cylinder Liners

Year: 2014

Authors: A. Moraes, F. Ruggeri, R. Tempone, P. Vilanova

Pure jump processes
Multiscale approximation
Indirect inference,
Wear processes
Master Equation.

Hybrid Chernoff Tau-leap

Year: 2014

Authors: A. Moraes, R. Tempone, P. Vilanova

Tau-leap
error estimates
error control
exit probability
Weak approximation
hybrid algorithms

A Stochastic Multiscale Method for the Elastodynamic Wave Equation Arising from Fiber Composites

Year: 2014

Authors: Ivo Babuska, M. Motamed,, Raul Tempone

fiber composites
multiscale simulation
stochastic elastic wave equation
Uncertainty Quantification

Risk-Sensitive Mean-Field Games

Year: 2014

Authors: H. Tembine, Q. Zhu, T. Ba

Risk-Sensitive
Risk-Seeking
Mean field games
Risk-Averse

Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats

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

Energy-constrained mean field games in wireless networks

Year: 2014

Authors: H. Tembine

Mean field stochastic games
antijamming strategies
one-and-half player game

Computational analysis of liquid crystalline elastomer membranes: changing Gaussian curvature without stretch energy

Year: 2014

Authors: F. Cirak, Q. Long,, K. Bhattacharya, M. Warner

Liquid crystalline elastomer
Nematic elastomer
Soft material
Non-developable surface
Finite elements

Nonasymptotic mean-field games

Year: 2014

Authors: H. Tembine

Nonasymptotic Mean-Field Games
mean-field approximation in finite regime

Efficient simulation of gas-liquid pipe flows with the generalized population balance equation coupled with the algebraic slip model

Year: 2014

Authors: Matteo Icardi, Gianni Ronco, Daniele L. Marchisio, Mathieu Labois

Population balance equation
Gas-Liquid flow
Algebraic Slip Model
Direct Quadrature Method of Moments

Pore-scale simulation of fluid flow in packed-bed reactors via rigid-body simulations and CFD

Year: 2014

Authors: Gianluca Boccardo, Luigi Del Plato, Daniele Marchisio,, Frederic Augier, Yacine Haroun, Daniel Ferre, Matteo Icardi

Porous media
fixed bed catalytic reactor
Blender
Fluent
CFD
fluid dynamics
Ergun law

Dynamic and energetic stabilization of persistent currents in Bose-Einstein condensates.

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

Year: 2014

Authors: Viet Ha Hoang, Kody J.H. Law,, A.M. Stuart

Bayesian Inversion
Navier-Stokes equation
White noise forcing

Computation of the Response Surface in the Tensor Train data format

Year: 2014

Authors: Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko, Hermann G. Matthies

Computation of the Response Surface in the Tensor Train data format

An Extension of Clarke’s Model With Stochastic Amplitude Flip Processes

Year: 2014

Authors: Haakon Hoel, Henrik Nyberg

Multipath channels
Gaussian processes
Ray tracing

On the detectability of transverse cracks in laminated composites using electrical potential change measurements

Year: 2014

Authors: L. Selvakumaran, Q. Long,, S. Prudhomme, G. Lubineau

Transverse cracking
Sensitivity
Impedance tomography
Analytical model
Laminated composites

A combined finite volume–nonconforming finite element scheme for compressible two phase flow in porous media

Year: 2014

Authors: Bilal Saad, Mazen Saad

Two-phase flow in porous medium
finite volume methods
finite element methods
convergence study

Pore-scale simulation of fluid flow and solute dispersion in three-dimensional porous media

Year: 2014

Authors: Matteo Icardi, Gianluca Boccardo, Daniele L. Marchisio, Tiziana Tosco, Rajandrea Sethi

Pore-scale simulation of fluid flow and solute dispersion in three-dimensional porous media

Additional Results on the Hazard Rate Twisting Based Simulation Approach

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
asymptotic optimality
Twisting parameter

Multilevel Monte Carlo method for PDEs with fluid dynamic applications

Year: 2014

Authors: Nathan Quadrio

Uncertainty Quantification
Monte Carlo Sampling
variance reduction
Multi- level Monte Carlo

Dimension-independent likelihood-informed MCMC

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

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

Year: 2014

Authors: Kody J.H. Law,, Raul Tempone, Hamidou Tembine

Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering

A Fast Simulation Method for the Sum of Subexponential Distributions

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

2014

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