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[会议论文] 作者:Icardi Matteo,TEMPONE RAUL, 来源:第八届工业与应用数学国际大会 年份:2015
  We propose a general-purpose algorithm and computational code for the solution of Partial Differential Equations(PDEs)on random geometry and with random par...
[会议论文] 作者:Law Kody,TEMPONE RAUL, 来源:第八届工业与应用数学国际大会 年份:2015
The approximation of the posterior distribution associated to a Bayesian inverse problem is decomposed into a hierarchy consisting of a telescoping sum of increments with decreasing variance and incre...
[会议论文] 作者:Haji Ali Abdul Lateef,TEMPONE RAUL, 来源:第八届工业与应用数学国际大会 年份:2015
  We discuss using Monte Carlo methods to compute quantities of interests of a stochastic particle system,where each particle follows a stochastic differentia...
[会议论文] 作者:TEMPONE RAUL,Vilanova Pedro,Moraes Alvaro, 来源:第八届工业与应用数学国际大会 年份:2015
  We develop novel hybrid Multilevel Monte Carlo methods for kinetic simulation of stochastic reaction networks....
[会议论文] 作者:TEMPONE RAUL,Giles Michael,Nobile Fabio, 来源:第八届工业与应用数学国际大会 年份:2015
  Monte Carlo methods are general,flexible sampling methods for the computation of expected values of observables arising in stochastic systems....
[会议论文] 作者:Law Kody,TEMPONE RAUL,Hoel Haakon, 来源:第八届工业与应用数学国际大会 年份:2015
This work embeds a multilevel Monte Carlo(MLMC)sampling strategy into the Monte Carlo step of the ensemble Kalman filter(ENKF),thereby yielding a multilevel ensemble Kalman filter(MLENKF)which has pro...
[会议论文] 作者:TEMPONE RAUL,Moraes Alvaro,Vilanova Pedro, 来源:第八届工业与应用数学国际大会 年份:2015
We develop novel hybrid Multilevel Monte Carlo methods for kinetic simulation of stochastic reaction networks....
[会议论文] 作者:Icardi Matteo,Elsaadawy Ehab,Tartakovsky Daniel,TEMPONE RAUL, 来源:第八届工业与应用数学国际大会 年份:2015
  Accurate simulations of particle systems are of crucial importance in many scientific and industrial applications such as poly-dispersed multiphase flows,so...
[会议论文] 作者:Haji Ali Abdul Lateef,Nobile Fabio,TEMPONE RAUL, 来源:第八届工业与应用数学国际大会 年份:2015
  We perform a general optimization of the parameters in the Multilevel Monte Carlo(MLMC)discretization hierarchy based on uniform discretization methods with...
[会议论文] 作者:Motamed Mohammad,RUNBORG OLOF,TEMPONE RAUL,Malenova Gabriela, 来源:第八届工业与应用数学国际大会 年份:2015
  We will analyze and compute high frequency wave propagation problems subject to stochastic uncertainty....
[会议论文] 作者:Huan Xun,Long Quan,Marzouk Youssef,TEMPONE RAUL, 来源:第八届工业与应用数学国际大会 年份:2015
The challenge of optimal information gathering-for the purpose of inference,prediction,design,or control-pervades fields ranging from geophysics to chemical engineering and beyond.These questions can...
[会议论文] 作者:Haji Ali Abdul Lateef,Nobile Fabio,TEMPONE RAUL, 来源:第八届工业与应用数学国际大会 年份:2015
We propose and analyze a novel Multi-Index Monte Carlo(MIMC)method for weak approximation of stochastic PDE models,that uses highorder mixed differences to achieve variance reduction,as opposed to fir...
[会议论文] 作者:Hall Eric,Sandberg Mattias,Szepessy Anders,Hoel Haakon,TEMPONE RAUL, 来源:第八届工业与应用数学国际大会 年份:2015
  We derive computable error estimates for finite element approximations to elliptic PDE with rough,stochastic coefficients....
[会议论文] 作者:Hall Eric,Hoel Haakon,Sandberg Mattias,Szepessy Anders,TEMPONE RAUL, 来源:第八届工业与应用数学国际大会 年份:2015
The Monte Carlo(and Multi-level Monte Carlo)finite element method can be used to approximate observables of solutions to diffusion equations with lognormal distributed diffusion coefficients,e.g....
[会议论文] 作者:Hall Eric,Hoel Haakon,Sandberg Mattias,Szepessy Anders,TEMPONE RAUL, 来源:第八届工业与应用数学国际大会 年份:2015
We derive computable error estimates for finite element approximations to elliptic PDE with rough,stochastic coefficients....
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