16 citations · 41 across the 17 of their papers we have counts for
3 papers · 1 filter
TTRISK: Tensor Train Decomposition Algorithm for Risk Averse Optimization
Harbir Antil, Sergey Dolgov, Akwum Onwunta
This article develops a new algorithm named TTRISK to solve high-dimensional risk-averse optimization problems governed by differential equations (ODEs and/or PDEs) under uncertain…
Optimal Control, Numerics, and Applications of Fractional PDEs
Harbir Antil, Thomas S. Brown, Ratna Khatri +3
This article provides a brief review of recent developments on two nonlocal operators: fractional Laplacian and fractional time derivative. We start by accounting for several appli…
Novel Deep neural networks for solving Bayesian statistical inverse
Harbir Antil, Howard C Elman, Akwum Onwunta +1
We consider the simulation of Bayesian statistical inverse problems governed by large-scale linear and nonlinear partial differential equations (PDEs). Markov chain Monte Carlo (MC…