Scientific Computing and Uncertainty Quantification - CADMOS Chair
Laboratory
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We consider an optimal control problem for an elliptic partial differential equation (PDE) with random coefficients. The control function is a deterministic, distributed forcing term that minimizes an expected quadratic regularized loss functional. We cons ...
We consider the extinction events of Galton-Watson processes with countably infinitely many types. In particular, we construct truncated and augmented Galton-Watson processes with finite but increasing sets of types. A pathwise approach is then used to sho ...
In a recent work, Bourgain gave a fine description of the expectation of solutions of discrete linear elliptic equations on Zd with random coefficients in a perturbative regime using tools from harmonic analysis. This result is surprising for it goes beyon ...
We consider the numerical approximation of a risk-averse optimal control problem for an elliptic partial differential equation (PDE) with random coefficients. Specifically, the control function is a deterministic, dis- tributed forcing term that minimizes ...
We propose and analyse randomized cubature formulae for the numerical integration of functions with respect to a given probability measure μ defined on a domain Γ⊆ℝ^d, in any dimension d. Each cubature formula is conceived to be exact on a given finite dim ...
We provide a process on the space of collections of coalescing cadlag stable paths and show convergence in an appropriate topology for coalescing stable random walks on the integer lattice. ...
In this work, we consider an elliptic partial differential equation (PDE) with a random coefficient solved with the stochastic collocation finite element method (SC-FEM). The random diffusion coefficient is assumed to depend in an affine way on independent ...
A novel probabilistic numerical method for quantifying the uncertainty induced by the time integration of ordinary differential equations (ODEs) is introduced. Departing from the classical strategy to randomize ODE solvers by adding a random forcing term, ...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractional heat equations in spatial dimension 1 driven by space-time white noise. The main topic is the study of hitting probabilities for the solutions to these ...
