activity
20152026
most citedEfficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes

34 citations · 111 across the 13 of their papers we have counts for

collaborators

14 papers

math.NA2026

Running error bounds in finite element kernels

Michal Habera, Paul T. Kühner, Matteo Croci +1

Rounding errors in finite element computations can lead to a complete loss of accuracy, stalled convergence, and incorrect results. Moreover, the effects of rounding errors accumul…

cs.CE2025

A Copula-based variational autoencoder for uncertainty quantification in inverse problems: application to damage identification in an offshore wind turbine

Ana Fernandez-Navamuel, Martin Alberto Diaz Viera, Matteo Croci

Structural Health Monitoring of Floating Offshore Wind Turbines (FOWTs) is critical for ensuring operational safety and efficiency. However, identifying damage in components like m…

math.NA2025

An Adaptive Sampling Algorithm for Level-set Approximation

Matteo Croci, Abdul-Lateef Haji-Ali, Ian C. J. Powell

We propose a new numerical scheme for approximating level-sets of Lipschitz multivariate functions which is robust to stochastic noise. The algorithm's main feature is an adaptive…

math.NA2024

Mixed-precision finite element kernels and assembly: Rounding error analysis and hardware acceleration

M. Croci, G. N. Wells

In this paper we develop the first fine-grained rounding error analysis of finite element (FE) cell kernels and assembly. The theory includes mixed-precision implementations and ac…

math.NA2023★ 15 cited

Multi-output multilevel best linear unbiased estimators via semidefinite programming

M. Croci, K. E. Willcox, S. J. Wright

Multifidelity forward uncertainty quantification (UQ) problems often involve multiple quantities of interest and heterogeneous models (e.g., different grids, equations, dimensions,…

math.NA2022

Exploiting Kronecker structure in exponential integrators: fast approximation of the action of -functions of matrices via quadrature

Matteo Croci, Judit Muñoz-Matute

In this article, we propose an algorithm for approximating the action of functions of matrices against vectors, which is a key operation in exponential time integrators. In par…

math.NA2021★ 16 cited

Mixed-precision explicit stabilized Runge-Kutta methods for single- and multi-scale differential equations

Matteo Croci, Giacomo Rosilho de Souza

Mixed-precision algorithms combine low- and high-precision computations in order to benefit from the performance gains of reduced-precision without sacrificing accuracy. In this wo…

math.NA2020★ 12 cited

Effects of round-to-nearest and stochastic rounding in the numerical solution of the heat equation in low precision

Matteo Croci, Michael B. Giles

Motivated by the advent of machine learning, the last few years have seen the return of hardware-supported low-precision computing. Computations with fewer digits are faster and mo…

cs.CE2020★ 13 cited

Fast uncertainty quantification of tracer distribution in the brain interstitial fluid with multilevel and quasi Monte Carlo

Matteo Croci, Vegard Vinje, Marie E. Rognes

Efficient uncertainty quantification algorithms are key to understand the propagation of uncertainty -- from uncertain input parameters to uncertain output quantities -- in high re…

math.NA2019★ 2 cited

Complexity bounds on supermesh construction for quasi-uniform meshes

M. Croci, P. E. Farrell

Projecting fields between different meshes commonly arises in computational physics. This operation requires a supermesh construction and its computational cost is proportional to…

math.NA2019★ 1 cited

Multilevel quasi Monte Carlo methods for elliptic PDEs with random field coefficients via fast white noise sampling

M. Croci, M. B. Giles, P. E. Farrell

When solving partial differential equations with random fields as coefficients the efficient sampling of random field realisations can be challenging. In this paper we focus on the…

math.OC2019★ 16 cited

Deflation for semismooth equations

Patrick E. Farrell, Matteo Croci, Thomas M. Surowiec

Variational inequalities can in general support distinct solutions. In this paper we study an algorithm for computing distinct solutions of a variational inequality, without varyin…

math.NA2018★ 34 cited

Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes

Matteo Croci, Michael B. Giles, Marie E. Rognes +1

When solving stochastic partial differential equations (SPDEs) driven by additive spatial white noise, the efficient sampling of white noise realizations can be challenging. Here,…

math.OC2015★ 2 cited

Distinct solutions of finite-dimensional complementarity problems

Matteo Croci, Patrick E. Farrell

Complementarity problems often permit distinct solutions, a fact of major significance in optimization, game theory and other fields. In this paper, we develop a numerical techniqu…