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math.PR2017★ 5 cited
Robust information divergences for model-form uncertainty arising from sparse data in random PDE
Eric Joseph Hall, Markos A. Katsoulakis
We develop a novel application of hybrid information divergences to analyze uncertainty in steady-state subsurface flow problems. These hybrid information divergences are non-intru…
math.PR2012★ 10 cited
Accelerated spatial approximations for time discretized stochastic partial differential equations
Eric Joseph Hall
The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equatio…