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We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDE) with random data, where the random coefficient is parametrized by means of a countable sequence of term ...
In this paper we develop and analyze a multilevel weighted reduced basis method for solving stochastic optimal control problems constrained by Stokes equations. We prove the analytic regularity of the optimal solution in the probability space under certain ...
The numerical solution of partial differential equations (PDEs) depending on para- metrized or random input data is computationally intensive. Reduced order modeling techniques, such as the reduced basis methods, have been developed to alleviate this compu ...
Pushed by the proliferation of antennas and of multiuser scenarios, matrices with random entries are appearing more and more frequently in information theory. This leads to the study of matrix channels, where the capacity depends on the distribution of the ...
We consider a participatory sensing scenario where a group of private sensors observes the same phenomenon, such as air pollution. Since sensors need to be installed and maintained, owners of sensors are inclined to provide inaccurate or random data. We de ...
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 ...
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 ...
This thesis is devoted to the derivation of error estimates for partial differential equations with random input data, with a focus on a posteriori error estimates which are the basis for adaptive strategies. Such procedures aim at obtaining an approximati ...
We propose pure OMD (p-OMD) as a new variant of the Offset Merkle-Damgård (OMD) authenticated encryption scheme. Our new scheme inherits all desirable security features of OMD while having a more compact structure and providing higher efficiency. The origi ...
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 ...