MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
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The objective of this thesis is to develop efficient numerical schemes to successfully tackle problems arising from the study of groundwater flows in a porous saturated medium; we deal therefore with partial differential equations(PDE) having random coeffi ...
We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models. The CMLMC algorithm solves the given approximation problem for a sequence of decreasing tolerances, ending when the required error tolera ...
We perform a general optimization of the parameters in the multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. We optimize hierarchies with geometric and ...
We consider the numerical solution of second order Partial Differential Equations (PDEs) on lower dimensional manifolds, specifically on surfaces in three dimensional spaces. For the spatial approximation, we consider Isogeometric Analysis which facilitate ...
Gaussian random fields are widely used as building blocks for modeling stochastic processes. This paper is concerned with the efficient representation of d-point correlations for such fields, which in turn enables the representation of more general stochas ...
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 ...
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the ...
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 ...
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 ...
We study the homogenization problem for the system of equations of dynamics of a mixture of liquid crystals with random structure. We consider a simplified form of the Ericksen-Leslie equations for an incompressible medium with inhomogeneous density with r ...