2016

Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations

Year: 2016

Authors: J. E. Castrillon-Candas, Fabio Nobile, R. Tempone

Uncertainty Quantification
Stochastic collocation
stochastic PDEs
Finite elements
Complex Analysis
Smolyak Sparse Grids

Parameter Estimation via Conditional Expectation — A Bayesian Inversion

Year: 2016

Authors: H. Matthies, E. Zander, B. Rosic, A. Litvinenko

parameter estimation,
Conditional Expectation
Bayesian Inversion

Smoothing the payoff for efficient computation of Basket option prices 2016

Year: 2016

Authors: Christian Bayer, Markus Siebenmorgen, Raul Tempone

Basket option pricing
smoothing payoff

Sparse approximation of multilinear problems with applications to kernel-based methods in UQ. 2016

Year: 2016

Authors: Fabio Nobile, Raul Tempone, Sören Wolfers

Sparse approximation of multilinear problems with applications to kernel-based methods in UQ

Multilevel Hybrid Chernoff Tau-leap

Year: 2016

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

error estimates
error control
control variates
Weak approximation
hybrid algorithms
Multi- level Monte Carlo
Chernoff tau-leap

A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks

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

Multilevel ensemble Kalman filtering

Year: 2016

Authors: Håkon Hoel, Kody J.H. Law,, Raul Tempone

Multilevel ensemble Kalman filtering

On the predictivity of pore-scale simulations: estimating uncertainties with multilevel Monte Carlo

Year: 2016

Authors: Matteo Icardi, Gianluca Boccardo, Raul Tempone

pore-scale simulation
Multilevel Monte Carlo
stochastic upscaling
Uncertainty Quantification

An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks

Year: 2016

Authors: Christian 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

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

Year: 2016

Authors: Fabio Nobile, L. Tamellini, Raul Tempone, F. Tesei

An adaptive sparse grid algorithm with application to elliptic PDEs with lognormal diffusion coefficient

Multi-Index Stochastic Collocation for random PDEs

Year: 2016

Authors: A.-L Haji-Ali, Fabio Nobile, L. Tamellini, Raul Tempone

Multi-Index Stochastic Collocation for random PDEs

Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity

Year: 2016

Authors: A.-L Haji-Ali, Fabio Nobile, L. Tamellini, Raul Tempone

Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity

Multilevel hybrid split-step implicit tau-leap

Year: 2016

Authors: C. Ben Hammouda, A. Moraes, Raul Tempone

Stochastic reaction networks
Multilevel Monte Carlo
Split-step implicit

Bayesian inference and model comparison for metallic fatigue data

Year: 2016

Authors: I. Babuska, Z. Sawlan, M. Scavino, Barna Szabó, Raul 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

Inverse Problems in a Bayesian Setting

Year: 2016

Authors: H. G. Matthies, E. Zander, B. V. Rosic, A. Litvinenko, O. Pajonk

Inverse Problems
Bayesian Setting

Energy Exchange Analysis in Droplet Dynamics via the Navier–Stokes–Cahn–Hilliard Model

Year: 2016

Authors: LFR Espath,, AF Sarmiento, P Vignal, BON Varga, AMA Cortes, L Dalcin, VM Calo

Energy Exchange Analysis in Droplet Dynamics via the Navier–Stokes–Cahn–Hilliard Model

Some probabilistic properties of fractional point processes

Year: 2016

Authors: R. Garra, E. Orsingher, M. Scavino

Fractional point processes
Bern?stein functions
Space-time Fractional Poisson processes
grey Brownian motion

Parametrizing coarse grained models for molecular systems at equilibrium

Year: 2016

Authors: E. Kalligiannaki, A. Chazirakis, A. Tsourtis, M.A. Katsoulakis, P. Plechac, V. Harmandaris

Parametrizing coarse grained models for molecular systems at equilibrium

A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions

Year: 2016

Authors: F. Ruggeri, Z. Sawlan, M. Scavino, Raul Tempone

A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions

On the Sum of Gamma-Gamma Variates with Application to the Fast Outage Probability Evaluation over Fading Channels

Year: 2016

Authors: Chaouki Ben Issaid, Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone

Gamma-Gamma
generalized-K
Importance sampling
Monte Carlo
bounded relative error
Outage probability
maximum ratio combining

An Exact Power Series Formula of the Outage Probability with Noise and Interference over Generalized Fading Channels

Year: 2016

Authors: Nadhir Ben Rached, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone

moment-based approach
Outage probability
cochannel interference
power series expansion
cross-moments
Rician fading environment
convergence study

Construction of a Mean Square Error Adaptive Euler–Maruyama Method With Applications in Multilevel Monte Carlo

Year: 2016

Authors: Haakon Hoel, Juho Häppölä, Raul Tempone

Multilevel Monte Carlo
Stochastic differential equations
Euler–Maruyama method
Adaptive methods,
A posteriori error estimation
Adjoints

Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data

Year: 2016

Authors: Eric Joseph Hall, Håkon Hoel, Mattias Sandberg, Anders Szepessy, Raul Tempone

a posteriori error
Galerkin error
quadrature error
elliptic PDE
random PDE
Monte Carlo methods
lognormal

ℋ‐matrix techniques for approximating large covariance matrices and estimating its parameters

Year: 2016

Authors: Alexander Litvinenko, Marc Genton, Ying Sun, David Keyes

ℋ‐matrix

2016

Contact Us

Quick links