Publications related to An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data

Accelerated Spectral Clustering Using Graph Filtering of Random Signals

Pierre Vandergheynst, Rémi Gribonval, Gilles Puy, Nicolas Tremblay

We build upon recent advances in graph signal processing to propose a faster spectral clustering algorithm. Indeed, classical spectral clustering is based on the computation of the first

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eigenvectors of the similarity matrix' Laplacian, whose computati ...

Ieee2016

Amplitude And Phase Variation Of Point Processes

Victor Panaretos, Yoav Zemel

We develop a canonical framework for the study of the problem of registration of multiple point processes subjected to warping, known as the problem of separation of amplitude and phase variation. The amplitude variation of a real random function {Y(x) : x ...

Institute of Mathematical Statistics2016

Pulsed light optical rangefinder

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An optical rangefinder based on time-of-flight measurement, radiates pulsed light toward an object (70), and receives reflected light from the object, the receiver operating in a photon counting mode, so as to generate a pulse for a detected photon. There ...

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An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient

Fabio Nobile, Lorenzo Tamellini, Francesco Tesei

In this work we build on the classical adaptive sparse grid algorithm (T. Gerstner and M. Griebel, Dimension-adaptive tensor-product quadrature), obtaining an enhanced version capable of using non-nested collocation points, and supporting quadrature and in ...

Springer2016

Local trapping for elliptic random walks in random environments in Z(d)

Daniel Kious

We consider elliptic random walks in i.i.d. random environments on . The main goal of this paper is to study under which ellipticity conditions local trapping occurs. Our main result is to exhibit an ellipticity criterion for ballistic behavior which exten ...

Springer Heidelberg2016

On Polynomial Lieb–Robinson Bounds for the XY Chain in a Decaying Random Field

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We consider the isotropic XY quantum spin chain in a random external field in the z direction, with single site distributions given by i.i.d. random variables times the critical decaying envelope j−1/2. Our motivation is the study of many-body localization ...

2016

MATHICSE Technical Report : Spectral methods for multiscale stochastic differential equations

Assyr Abdulle, Grigorios A. Pavliotis

This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free method, which rely o ...

MATHICSE2016

MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

Fabio Nobile, Lorenzo Tamellini

We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation with random data, where the random coefficient is parametrized by means of a countable sequence of terms in a ...

MATHICSE2015

Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs

Fabio Nobile, Eleonora Musharbash

In this work we discuss the dynamically orthogonal (DO) approximation of time dependent partial differential equations with random data. The approximate solution is expanded at each time instant on a time dependent orthonormal basis in the physical domain ...

2015

Adaptive polynomial approximation by means of random discrete least squares

Giovanni Migliorati

We address adaptive multivariate polynomial approximation by means of the discrete least-squares method with random evaluations, to approximate in the L2 probability sense a smooth function depending on a random variable distributed according to a given pr ...

Springer2015

An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data

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Accelerated Spectral Clustering Using Graph Filtering of Random Signals

Amplitude And Phase Variation Of Point Processes

Pulsed light optical rangefinder

An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient

Local trapping for elliptic random walks in random environments in Z(d)

On Polynomial Lieb–Robinson Bounds for the XY Chain in a Decaying Random Field

MATHICSE Technical Report : Spectral methods for multiscale stochastic differential equations

MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs

Adaptive polynomial approximation by means of random discrete least squares

MATHICSE Technical Report : Spectral methods for multiscale stochastic differential equations

Local trapping for elliptic random walks in random environments in Z(d)

Accelerated Spectral Clustering Using Graph Filtering of Random Signals

Amplitude And Phase Variation Of Point Processes

An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient

MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

Adaptive polynomial approximation by means of random discrete least squares

Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs

Pulsed light optical rangefinder

On Polynomial Lieb–Robinson Bounds for the XY Chain in a Decaying Random Field