53 citations · 93 across the 27 of their papers we have counts for
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math.NA2021
Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing
S. V. Lototsky, R. Mikulevicius, B. L. Rozovsky
While convergence of polynomial chaos approximation for linear equations is relatively well understood, a lot less is known for non-linear equations. The paper investigates this co…
cs.PF2021★ 16 cited
Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes
Ranjan Pal, Ziyuan Huang, Xinlong Yin +6
In this paper, we provide (i) a rigorous general theory to elicit conditions on (tail-dependent) heavy-tailed cyber-risk distributions under which a risk management firm might find…