MATHICSE Technical Report : Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration
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In algorithms for solving optimization problems constrained to a smooth manifold, retractions are a well-established tool to ensure that the iterates stay on the manifold. More recently, it has been demonstrated that retractions are a useful concept for ot ...
We present a novel method to perform numerical integration over curved polyhedra enclosed by high-order parametric surfaces. Such a polyhedron is first decomposed into a set of triangular and/or rectangular pyramids, whose certain faces correspond to the g ...
In this thesis we explore uncertainty quantification of forward and inverse problems involving differential equations. Differential equations are widely employed for modeling natural and social phenomena, with applications in engineering, chemistry, meteor ...
This paper examines the minimization of the cost for an expected random production output, given an assembly of finished goods from two random inputs, matched in two categories. We describe the optimal input portfolio, first using the standard normal appro ...
This thesis focuses on the numerical analysis of partial differential equations (PDEs) with an emphasis on first and second-order fully nonlinear PDEs. The main goal is the design of numerical methods to solve a variety of equations such as orthogonal maps ...
In this work, we tackle the problem of minimising the Conditional-Value-at-Risk (CVaR) of output quantities of complex differential models with random input data, using gradient-based approaches in combination with the Multi-Level Monte Carlo (MLMC) method ...
Elastic interfaces display scale-invariant geometrical fluctuations at sufficiently large lengthscales. Their asymptotic static roughness then follows a power-law behavior, whose associated exponent provides a robust signature of the universality class to ...
Service-level requirements play a crucial role in eliminating stock-outs in a production pipeline. However, delivering a specific service level can become an unattainable goal given the various uncertainties influencing both the production pipeline and cus ...
We prove that if (X, A) is a threefold pair with mild singularities such that -(KX + A) is nef, then the numerical class of -(KX + A) is effective. ...
The isentropic vortex problem is frequently solved to test the accuracy of numerical methods and verify corresponding code. Unfortunately, its existing solution was derived in the relativistic magnetohydrodynamics by numerically solving an ordinary differe ...