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An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data

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The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

Fei Pu

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 ...

EPFL2018

An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data

Graph Chatbot

Chattez avec Graph Search

Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Levy White Noises

A central limit theorem for functions of stationary max-stable random fields on R-d

Dynamic Average Diffusion With Randomized Coordinate Updates

Random field solutions to linear SPDEs driven by symmetric pure jump Levy space-time white noises

MATHICSE Technical Report : Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method

The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

Chebyshev Inequalities for Products of Random Variables

Asynchronous adaptive networks

Stable high-order randomized cubature formulae in arbitrary dimension

The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Levy White Noises

A central limit theorem for functions of stationary max-stable random fields on R-d

Random field solutions to linear SPDEs driven by symmetric pure jump Levy space-time white noises

MATHICSE Technical Report : Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration

Chebyshev Inequalities for Products of Random Variables

A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method

Asynchronous adaptive networks

Dynamic Average Diffusion With Randomized Coordinate Updates

Stable high-order randomized cubature formulae in arbitrary dimension