20 citations · 80 across the 13 of their papers we have counts for
7 papers · 1 filter
Improved stochastic rounding
Lu Xia, Martijn Anthonissen, Michiel Hochstenbach +1
Due to the limited number of bits in floating-point or fixed-point arithmetic, rounding is a necessary step in many computations. Although rounding methods can be tailored for diff…
Multi-level neural networks for PDEs with uncertain parameters
Yous van Halder, Benjamin Sanderse, Barry Koren
A novel multi-level method for partial differential equations with uncertain parameters is proposed. The principle behind the method is that the error between grid levels in multi-…
Computing first passage times for Markov-modulated fluid models using numerical PDE problem solvers
Debarati Bhaumik, Marko A. A. Boon, Daan Crommelin +2
A popular method to compute first-passage probabilities in continuous-time Markov chains is by numerically inverting their Laplace transforms. Past decades, the scientific computin…
PDE/PDF-informed adaptive sampling for efficient non-intrusive surrogate modelling
Yous van Halder, Benjamin Sanderse, Barry Koren
A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical inte…
Non-intrusive uncertainty quantification using reduced cubature rules
L. M. M. van den Bos, B. Koren, R. P. Dwight
For the purpose of uncertainty quantification with collocation, a method is proposed for generating families of one-dimensional nested quadrature rules with positive weights and sy…
An acoustic-convective splitting-based approach for the Kapila two-phase flow model
M. ten Eikelder, F. Daude, B. Koren +1
In this paper we propose a new acoustic-convective splitting-based numerical scheme for the Kapila five-equation two-phase flow model. The splitting operator decouples the acoustic…
An adaptive minimum spanning tree multi-element method for uncertainty quantification of smooth and discontinuous responses
Yous van Halder, Benjamin Sanderse, Barry Koren
A novel approach for non-intrusive uncertainty propagation is proposed. Our approach overcomes the limitation of many traditional methods, such as generalised polynomial chaos meth…