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Multi-index Monte Carlo: when sparsity meets sampling

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Symplectic Dynamical Low Rank approximation of wave equations with random parameters

Fabio Nobile, Eleonora Musharbash

In this paper we propose a dynamical low-rank strategy for the approximation of second order wave equations with random parameters. The governing equation is rewritten in Hamiltonian form and the approximate solution is expanded over a set of

2S

dynamica ...

2017

Multi-index Monte Carlo: when sparsity meets sampling

Graph Chatbot

Chattez avec Graph Search

Stochastic Optimal Control of Epidemic Processes in Networks

Dynamical Low Rank approximation of PDEs with random parameters

Stochastic partial differential equations driven by Lévy white noises

Coordinate-descent adaptation over networks

Accelerating equilibrium isotope effect calculations. I. Stochastic thermodynamic integration with respect to mass

Symplectic Dynamical Low Rank approximation of wave equations with random parameters

MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters

An overview of a new sensor calibration platform

Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity

A posteriori error estimation for partial differential equations with random input data

An overview of a new sensor calibration platform

Dynamical Low Rank approximation of PDEs with random parameters

Stochastic partial differential equations driven by Lévy white noises

MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters

Accelerating equilibrium isotope effect calculations. I. Stochastic thermodynamic integration with respect to mass

Stochastic Optimal Control of Epidemic Processes in Networks

Coordinate-descent adaptation over networks

Symplectic Dynamical Low Rank approximation of wave equations with random parameters

A posteriori error estimation for partial differential equations with random input data

Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity