59 citations · 190 across the 27 of their papers we have counts for
5 papers · 1 filter
A-optimal encoding weights for nonlinear inverse problems, with applications to the Helmholtz inverse problem
Benjamin Crestel, Alen Alexanderian, Georg Stadler +1
The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to…
Randomized Matrix-free Trace and Log-Determinant Estimators
Arvind K. Saibaba, Alen Alexanderian, Ilse C. F. Ipsen
We present randomized algorithms for estimating the trace and deter- minant of Hermitian positive semi-definite matrices. The algorithms are based on subspace iteration, and access…
Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations
Alen Alexanderian, Noemi Petra, Georg Stadler +1
We present a method for optimal control of systems governed by partial differential equations (PDEs) with uncertain parameter fields. We consider an objective function that involve…
Efficient computation of Sobol' indices for stochastic models
Joseph L. Hart, Alen Alexanderian, Pierre A. Gremaud
Stochastic models are necessary for the realistic description of an increasing number of applications. The ability to identify influential parameters and variables is critical to a…
Probabilistic modeling and global sensitivity analysis for storage in geological formations: a spectral approach
Bilal Saad, Alen Alexanderian, Serge Prudhomme +1
This work focuses on the simulation of storage in deep underground formations under uncertainty and seeks to understand the impact of uncertainties in reservoir properties o…