Robust Capacity Assignment Solutions for Telecommunications Networks with Uncertain Demands
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In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by N random variables. The elliptic problem is remap ...
We propose a model of a firm's reversible investment decision with macroeconomic conditions based on optimal switching of a diffusion regime. The switching costs and the cash flow generated from the firm depend on a business cycle alternating via a Markov ...
Many pharmaceutical products find their way into receiving waters, giving rise to concerns regarding their environmental impact. A procedure was proposed that enables ranking of the hazard to aquatic species and human health due to such products. In the pr ...
To document the enthusiasm for the CAMEA spectrometer, we provide in this document: i) Letters of support from leading scientists representing several of the fields of science that will be enabled by CAMEA. ii) A list of scientists who wished to be listed ...
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 ...
In the first place the behavior of (online) traders on markets is analyzed and modeled, and it is shown that the average investor behaves as a mean-variance optimizer in finance. Within this description, transaction costs play a key role in explaining obse ...
We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...
The presented microrobotic platform combines together the advantages of self-folding NIR light sensitive polymer bilayers, magnetic alginate microbeads, and a 3D manipulation system, to propose a solution for targeted, on-demand drug and cell delivery. Fir ...
We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial mom ...
We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...