Accuracy and Stability of The Continuous-Time 3DVAR Filter for The Navier-Stokes Equation
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Economic optimal operation typically involves operating as close as possible to the active constraints. However, in the presence of disturbances it is necessary to back-off from the constraints in order to avoid violating them. The backoff approach aims at ...
In this project we numerically simulate electrophysiological models for cardiac applications by means of Isogeometric Analysis. Specifically, we aim at understanding the advantages of using high order continuous NURBS (Non-UniformRational B-Splines) basis ...
In this paper, we consider the numerical approximation of high order Partial Differential Equations (PDEs) by means of NURBS-based Isogeometric Analysis (IGA) in the framework of the Galerkin method, for which global smooth basis functions with degree of c ...
We introduce new sufficient conditions for a numerical method to approximate with high order of accuracy the invariant measure of an ergodic system of stochastic differential equations, independently of the weak order of accuracy of the method. We then pre ...
Society for Industrial and Applied Mathematics2014
In this paper, a finite element error analysis is performed on a class of linear and nonlinear elliptic problems with small uncertain input. Using a perturbation approach, the exact (random) solution is expanded up to a certain order with respect to a para ...
Isogeometric analysis (IGA) is a computational methodology recently developed to numerically approximate Partial Differential Equation (PDEs). It is based on the isogeometric paradigm, for which the same basis functions used to represent the geometry are t ...
Several computational challenges arise when evaluating the failure probability of a given system in the context of risk prediction or reliability analysis. When the dimension of the uncertainties becomes high, well established direct numerical methods can ...
We consider dynamical systems whose parameters are switched within a discrete set of values at equal time intervals. Similar to the blinking of the eye, switching is fast and occurs stochastically and independently for different time intervals. There are t ...
Although treatment for cholera is well-known and cheap, outbreaks in epidemic regions still exact high death tolls mostly due to the unpreparedness of health care infrastructures to face unforeseen emergencies. In this context, mathematical models for the ...
This paper proposes randomly-generated synthetic time series incorporating climate change forecasts to quantify the variation in energy simulation due to weather inputs, i.e., Monte Carlo analysis for uncertainty and sensitivity quantification. The method ...