- E. Kalligiannaki, A. Chazirakis, A. Tsourtis, M.A. Katsoulakis, P. Plechac, and V. Harmandaris, Parametrizing coarse-grained models for molecular systems at equilibrium, EPJ ST, 225(8), 1347-1372, 2016, DOI: 10.1140/epjst/e2016-60145-x.
Keywords: Parametrizing coarse-grained models for molecular systems at equilibrium
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- Soeren Wolfers, Fabio Nobile, Raul Tempone, Sparse approximation of multilinear problems with applications to kernel-based methods in UQ. Submitted arXiv 1609.00246, Sept 2016
Keywords: Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
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- C. Bayer, M. Siebenmorgen, R. Tempone, Smoothing the payoff for efficient computation of Basket option prices, arXiv:1607.05572, 2016.
Keywords: Basket option pricing, smoothing payoff
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- R. Garra, E. Orsingher, M. Scavino, Some probabilistic properties of fractional point processes, Submitted arXiv:1604.05235, April 2016.
Keywords: Fractional point processes, Bernstein functions, Space-time Fractional Poisson processes, grey Brownian motion
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- LFR Espath, AF Sarmiento, P Vignal, BON Varga, AMA Cortes, L Dalcin, VM Calo, Energy Exchange Analysis in Droplet Dynamics via the Navier–Stokes–Cahn–Hilliard Model, Journal of Fluid Mechanics, Apr 2016.
Keywords: Energy Exchange Analysis in Droplet Dynamics via the Navier–Stokes–Cahn–Hilliard Model
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- H. G. Matthies, E. Zander, B. V. Rosić, A. Litvinenko, O. Pajonk, Inverse Problems in a Bayesian Setting, Chapter in the book Computational Methods for Solids and Fluids, edited by Adnan Ibrahimbegovic, Springer, 2016.
Keywords: Inverse Problems, Bayesian Setting
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- H. Matthies, E. Zander, B. Rosic, A. Litvinenko; Parameter Estimation via Conditional Expectation - A Bayesian Inversion, 2016.
Keywords: Parameter Estimation, Conditional Expectation, Bayesian Inversion
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- I. Babuska, Z. Sawlan, M. Scavino, B. Szabo, R. Tempone, Bayesian inference and model comparison for metallic fatigue data, Computer Methods in Applied Mechanics and Engineering, Volume 304, 1 June 2016, Pages 171-196, ISSN 0045-7825.
Keywords: Metallic fatigue data; fatigue life prediction; random fatigue-limit models; maximum likelihood methods; Bayesian computational techniques for model calibration/ranking; predictive accuracy for Bayesian models.
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- C. Ben Hammouda, A. Moraes, R. Tempone, Multilevel hybrid split-step implicit tau-leap, Numerical Algorithms, pp 1-34, June 2016.
Keywords: Stochastic reaction networks, Multilevel Monte Carlo, Split-step implicit
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- A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone, Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity. To appear in Foundations of Computational Mathematics. 2016
Keywords: Multi-index Stochastic Collocation convergence rates for random PDEs with parametric regularity
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- A. Haji-Ali, F. Nobile, L. Tamellini, R. Tempone, Multi-Index Stochastic Collocation for random PDEs, Computer Methods in Applied Mechanics and Engineering, 2016
Keywords: Multi-Index Stochastic Collocation for random PDEs
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- F. Nobile, L. Tamellini, R. Tempone and F. Tesei, An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient, “Sparse Grids and Applications - Stuttgart 2014”, Lecture Notes in Computational Science and Engineering, Volume 109 2016, Springer
Keywords: An adaptive sparse grid algorithm with application to elliptic PDEs with lognormal diffusion coefficient
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- Gabriela Malenova, Mohammad Motamed, Olof Runborg, Raul Tempone, A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty, accepted for publication in Journal on Uncertainty Quantification, May 2016
Keywords: A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty
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- C. Bayer, A. Moraes, R. Tempone, P. Vilanova, An Efficient Forward-Reverse Expectation-Maximization Algorithm for Statistical Inference in Stochastic Reaction Networks, Stochastic Analysis and Applications, Volume 34, Issue 2, 2016
Keywords: Forward-reverse algorithm, Monte Carlo EM algorithm, inference for stochastic reaction networks, bridges for continuous-time Markov chains.
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- Matteo Icardi, Gianluca Boccardo, Raul Tempone, On the predictivity of pore-scale simulations: estimating uncertainties with multilevel Monte Carlo, Advances in Water Resources, Feb. 2016
Keywords: pore-scale simulation, multilevel Monte Carlo, stochastic upscaling, uncertainty quantification
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- Håkon Hoel, Kody J. H. Law, Raul Tempone, Multilevel ensemble Kalman filtering, to appear in SIAM Journal on Numerical Analysis, 2016.
Keywords: Multilevel ensemble Kalman filtering
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- F. Ruggeri, Z. Sawlan, M. Scavino, R. Tempone, A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions, accepted for publication in Bayesian Analysis, April 2016
Keywords: linear parabolic PDEs, noisy boundary parameters, Bayesian inference, heat equation, thermal diffusivity
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- A. Moraes, R. Tempone, and P. Vilanova. A multilevel adaptive reaction-splitting simulation method for stochastic reaction networks. SIAM Journal on Scientific Computing (SISC), Vol 38, Issue 4, 2016.
Keywords: Error estimates, error control, control variates, weak approximation, hybrid algorithms, multilevel Monte Carlo, Chernoff tau-leap, reaction splitting
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- A. Moraes, R. Tempone, P. Vilanova, Multilevel Hybrid Chernoff Tau-leap, BIT Numerical Mathematics, Volume 56, Issue 1, pp 189–239. March 2016.
Keywords: Error estimates, error control, control variates, weak approximation, hybrid algorithms, multilevel Monte Carlo, Chernoff tau-leap
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- J. E. Castrillon-Candas, F. Nobile, R. F. Tempone, Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations, Accepted for publication in Computers and Mathematics with Applications, Jan. 2016
Keywords: Uncertainty Quantification, Stochastic Collocation, Stochastic PDEs, Finite Elements, Complex Analysis, Smolyak Sparse Grids.