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The student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on s
In this course we will introduce and study numerical integrators for stochastic differential equations. These numerical methods are important for many applications.
Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.
Gas bearings use pressurized gas as a lubricant to support and guide rotating machinery. These bearings have a number of advantages over traditional lubricated bearings, including higher efficiency in a variety of applications and reduced maintenance requi ...
2024
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We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of optimal control problems (OCPs) constrained by random partial differential equ ...
2024
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We perform an error analysis of a fully discretised Streamline Upwind Petrov Galerkin Dynamical Low Rank (SUPG-DLR) method for random time-dependent advection-dominated problems. The time integration scheme has a splitting-like nature, allowing for potenti ...