Publications related to Adaptive finite elements for a linear parabolic problem

Reduced Basis Approximation And A Posteriori Error Estimates For Parametrized Elliptic Eigenvalue Problems

We develop a new reduced basis (RB) method for the rapid and reliable approximation of parametrized elliptic eigenvalue problems. The method hinges upon dual weighted residual type a posteriori error indicators which estimate, for any value of the paramete ...

Edp Sciences S A2016

Estimation Error of the Constrained Lasso

Volkan Cevher, Yen-Huan Li, Ya-Ping Hsieh, Nissim Zerbib

This paper presents a non-asymptotic upper bound for the estimation error of the constrained lasso, under the high-dimensional (

n \ll p

) setting. In contrast to existing results, the error bound in this paper is sharp, is valid when the parameter to be e ...

2016

Reduced basis finite element heterogeneous multiscale method for quasilinear elliptic homogenization problems

Assyr Abdulle, Gilles Vilmart, Yun Bai

A reduced basis finite element heterogeneous multiscale method (RB-FE-HMM) for a class of nonlinear homogenization elliptic problems of nonmonotone type is introduced. In this approach, the solutions of the micro problems needed to estimate the macroscopic ...

Amer Inst Mathematical Sciences2015

A Multi Level Monte Carlo Method with Control Variate for elliptic PDEs with log-normal coefficients

Fabio Nobile, Francesco Tesei

We consider the numerical approximation of the stochastic Darcy problem with log-normal permeability field and propose a novel Multi Level Monte Carlo (MLMC) approach with a control variate variance reduction technique on each level. We model the log-perme ...

2015

A continuation multilevel Monte Carlo algorithm

Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin

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 ...

2015

Calibration of optical tweezers with non-spherical probes via high-resolution detection of Brownian motion

László Forró, Richard Gaal, Flavio Maurizio Mor, Sylvia Jeney

Optical tweezers are commonly used and powerful tools to perform force measurements on the piconewton scale and to detect nanometer-scaled displacements. However, the precision of these instruments relies to a great extent on the accuracy of the calibratio ...

Elsevier Science Bv2015

MATHICSE Technical Report : Reduced basis approximation and a posteriori error estimates for parametrized elliptic eigenvalue problems

Andrea Manzoni, Nicola Parolini

We develop a new reduced basis (RB) method for the rapid and reliable approximation of parametrized elliptic eigenvalue problems. The method hinges upon dual weighted residual type a posteriori error indicators which estimate, for any value of the paramete ...

MATHICSE2015

An anisotropic adaptive finite element algorithm for transonic viscous flows around a wing

Marco Picasso, Wissam Hassan

An adaptive finite element algorithm to compute transonic viscous flows around a wing is presented. The adaptive criteria is based on an anisotropic error estimator in the 115 semi-norm, justified for an advection-diffusion problem with stabilized finite e ...

Pergamon-Elsevier Science Ltd2015

MATHICSE Technical Report : A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients

Fabio Nobile, Francesco Tesei

We consider the numerical approximation of the stochastic Darcy problem with log-normal permeability field and propose a novel Multi Level Monte Carlo approach with a control variate variance reduction technique on each level. We model the log-permeability ...

MATHICSE2014

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

Fabio Nobile, Erik Gustaf Bogislaw Von Schwerin

We propose a novel Continuation Multi Level Monte Carlo (CMLMC) algorithm for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The CMLMC algorithm so ...

MATHICSE2014

Adaptive finite elements for a linear parabolic problem

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Reduced Basis Approximation And A Posteriori Error Estimates For Parametrized Elliptic Eigenvalue Problems

Estimation Error of the Constrained Lasso

Reduced basis finite element heterogeneous multiscale method for quasilinear elliptic homogenization problems

A Multi Level Monte Carlo Method with Control Variate for elliptic PDEs with log-normal coefficients

A continuation multilevel Monte Carlo algorithm

Calibration of optical tweezers with non-spherical probes via high-resolution detection of Brownian motion

MATHICSE Technical Report : Reduced basis approximation and a posteriori error estimates for parametrized elliptic eigenvalue problems

An anisotropic adaptive finite element algorithm for transonic viscous flows around a wing

MATHICSE Technical Report : A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

Estimation Error of the Constrained Lasso

Reduced Basis Approximation And A Posteriori Error Estimates For Parametrized Elliptic Eigenvalue Problems

Reduced basis finite element heterogeneous multiscale method for quasilinear elliptic homogenization problems

Calibration of optical tweezers with non-spherical probes via high-resolution detection of Brownian motion

MATHICSE Technical Report : A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients

A Multi Level Monte Carlo Method with Control Variate for elliptic PDEs with log-normal coefficients

MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm

MATHICSE Technical Report : Reduced basis approximation and a posteriori error estimates for parametrized elliptic eigenvalue problems

A continuation multilevel Monte Carlo algorithm

An anisotropic adaptive finite element algorithm for transonic viscous flows around a wing