3k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR60 papers
- Kootenay Association for Science & TechnologyCA40 papers
- Chinese Academy of SciencesCN33 papers
- Texas A&M UniversityUS32 papers
- RWTH Aachen UniversityDE30 papers
- King Fahd University of Petroleum and MineralsSA29 papers
- TU WienAT25 papers
- National University of SingaporeSG24 papers
- The University of Texas at AustinUS24 papers
- University of OxfordGB23 papers
- Georgia Institute of TechnologyUS22 papers
- Aix-Marseille UniversitéFR20 papers
19 papers · 2 filters
Multilevel Hybrid Split-Step Implicit Tau-Leap
Chiheb Ben Hammouda, Alvaro Moraes, Raul Tempone
In biochemically reactive systems with small copy numbers of one or more reactant molecules, the dynamics is dominated by stochastic effects. To approximate those systems, discrete…
Optimal quadrature rules for isogeometric analysis
Michael Barton, Victor Calo
We introduce optimal quadrature rules for spline spaces that are frequently used in Galerkin discretizations to build mass and stiffness matrices. Using the homotopy continuation c…
Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
Abdul-Lateef Haji-Ali, Fabio Nobile, Lorenzo Tamellini +1
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDEs) with random data, where th…
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
Eric Joseph Hall, Håkon Hoel, Mattias Sandberg +2
We derive computable error estimates for finite element approximations of linear elliptic partial differential equations (PDE) with rough stochastic coefficients. In this setting,…
Multiscale stabilization for convection-dominated diffusion in heterogeneous media
Victor M. Calo, Eric T. Chung, Yalchin Efendiev +1
We develop a Petrov-Galerkin stabilization method for multiscale convection-diffusion transport systems. Existing stabilization techniques add a limited number of degrees of freedo…
Multi-Index Stochastic Collocation for random PDEs
Abdul-Lateef Haji-Ali, Fabio Nobile, Lorenzo Tamellini +1
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique b…
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
Gabriela Malenova, Mohammad Motamed, Olof Runborg +1
We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of…
Gaussian quadrature for splines via homotopy continuation: rules for cubic splines
Michael Bartoň, Victor Manuel Calo
We introduce a new concept for generating optimal quadrature rules for splines. Given a target spline space where we aim to generate an optimal quadrature rule, we build an associa…
Quantification of airfoil geometry-induced aerodynamic uncertainties - comparison of approaches
Dishi Liu, Alexander Litvinenko, Claudia Schillings +1
Uncertainty quantification in aerodynamic simulations calls for efficient numerical methods since it is computationally expensive, especially for the uncertainties caused by random…
Optimal monotonicity-preserving perturbations of a given Runge-Kutta method
Inmaculada Higueras, David I. Ketcheson, Tihamér A. Kocsis
Perturbed Runge--Kutta methods (also referred to as downwind Runge--Kutta methods) can guarantee monotonicity preservation under larger step sizes relative to their traditional Run…
An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks
Christian Bayer, Alvaro Moraes, Raul Tempone +1
In this work, we present an extension to the context of Stochastic Reaction Networks (SRNs) of the forward-reverse representation introduced in "Simulation of forward-reverse stoch…
Polynomial Chaos Expansion of random coefficients and the solution of stochastic partial differential equations in the Tensor Train format
Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko +1
We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with…
Gaussian quadrature rules for quintic splines
Michael Bartoň, Rachid Ait-Haddou, Victor Manuel Calo
We provide explicit expressions for quadrature rules on the space of quintic splines with uniform knot sequences over finite domains. The quadrature nodes and weights are der…
Hierarchical multiscale modeling for flows in fractured media using Generalized Multiscale Finite Element Method
Yalchin Efendiev, Seong Lee, Guanglian Li +2
In this paper, we develop a multiscale finite element method for solving flows in fractured media. Our approach is based on Generalized Multiscale Finite Element Method (GMsFEM), w…
Rectangular maximum-volume submatrices and their applications
A. Mikhalev, I. V. Oseledets
We introduce a definition of the volume for a general rectangular matrix, which for square matrices is equivalent to the absolute value of the determinant. We generalize results fo…
Multilevel ensemble Kalman filtering
Håkon Hoel, Kody J. H. Law, Raul Tempone
This work embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and…
Residual-driven online Generalized Multiscale Finite Element Methods
Eric T. Chung, Yalchin Efendiev, Wing Tat Leung
The construction of local reduced-order models via multiscale basis functions has been an area of active research. In this paper, we propose online multiscale basis functions which…
Generalized Multiscale Finite Element Methods for problems in perforated heterogeneous domains
Eric T. Chung, Yalchin Efendiev, Guanglian Li +1
Complex processes in perforated domains occur in many real-world applications. These problems are typically characterized by physical processes in domains with multiple scales (see…
Coordinate Transformation and Polynomial Chaos for the Bayesian Inference of a Gaussian Process with Parametrized Prior Covariance Function
Ihab Sraj, Olivier P. Le Maître, Omar M. Knio +1
This paper addresses model dimensionality reduction for Bayesian inference based on prior Gaussian fields with uncertainty in the covariance function hyper-parameters. The dimensio…