Articles
- Litvinenko, A., Logashenko, D., Tempone, R., Wittum, G., & Keyes, D. (2019). Efficient Simulations for Contamination of Groundwater Aquifers under Uncertainties. PAMM, 19(1). doi:10.1002/pamm.201900023
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- Ballesio, M., Beck, J., Pandey, A., Parisi, L., von Schwerin, E., & Tempone, R. (2019). Multilevel Monte Carlo acceleration of seismic wave propagation under uncertainty. GEM - International Journal on Geomathematics, 10(1). doi:10.1007/s13137-019-0135-5
Keywords: Multilevel Monte Carlo, Propagation of Uncertainty, Seismic Wave Propagation, Partial Differential Equations with random data
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- Beck, J., Tamellini, L., & Tempone, R (2019) IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains. Computer Methods in Applied Mechanics and Engineering 351: 330–350. doi:10.1016/j.cma.2019.03.042
Keywords: Isogeometric analysis, Uncertainty quantification, Sparse grids, Stochastic collocation methods, Multilevel methods,
Combination-technique
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- Litvinenko, A., Yucel, A.C., Bagci, H., Oppelstrup, J., Michielssen, E., & Tempone, R. (2019). Computation of Electromagnetic Fields Scattered From Objects With Uncertain Shapes Using Multilevel Monte Carlo Method. IEEE Journal on Multiscale and Multiphysics Computational Techniques 4: 37–50. doi:10.1109/JMMCT.2019.2897490
Keywords: Fast Fourier transform (FFT), Fast multipole method (FMM), Integral equation, Multilevel Monte Carlo method (MLMC), Numerical methods, Uncertain geometry, Uncertainty quantification
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- Jasra, A., Jo, S., Nott, D., Shoemaker, C., & Tempone, R. (2019). Multilevel Monte Carlo in approximate Bayesian computation. Stochastic Analysis and Applications: 1–15. doi:10.1080/07362994.2019.1566006.
Keywords: Approximate Bayesian computation, Multilevel Monte Carlo, Sequential Monte Carlo
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- Babuska, I., Sawlan, Z., Scavino, M., Szabo, B., & Tempone, R. (2019) Spatial Poisson processes for fatigue crack initiation Computer Methods in Applied Mechanics and Engineering, Volume 345, 1, 454-475. dos: 10.1016/j.cma.2018.11.007
Keywords: Fatigue crack initiation, Linear elasticity, Notched metallic specimens, Spatial Poisson processes, Fatigue-limit models, Maximum likelihood methods
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- Clavijo, S. P., Sarmiento, A. F., Espath, L. F. R., Dalcin, L., Cortes, A. M. A., & Calo, V. M. (2019). Reactive n-species Cahn–Hilliard system: A thermodynamically-consistent model for reversible chemical reactions. Journal of Computational and Applied Mathematics 350: 143-154. doi:10.1016/j.cam.2018.10.007
Keywords: Multicomponent Cahn–Hilliard, Chemical reactions, Isogeometric analysis, Spinodal decomposition
Manuscripts
- Hammouda, C.B., Rached, N. B., & Tempone, R. Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks. arXiv preprint, arXiv:1911.06286, 2019
Keywords: Multilevel Monte Carlo, Continuous-time Markov chains, Stochastic reaction networks, Stochastic biological systems, Importance sampling
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- Rached, N. B., Kammoun, A., Alouini, M.-S., & Tempone, R. An Accurate Sample Rejection Estimator for the Estimation of Outage Probability of EGC Receivers. arXiv preprint, arXiv: 1903.05481, 2019
Keywords: Outage probability, Equal gain combining, Importance sampling, Sample rejection, Generalised selection combining, Bounded relative error.
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- Issaid, C. B., Alouini, M-S., Alouini, and Raul Tempone. Efficient Monte Carlo Simulation of the Left Tail of Positive Gaussian Quadratic Forms." arXiv preprint arXiv:1901.09174, 2019
Keywords: Importance sampling, Left tail, Positive quadratic forms, Gaussian random vectors, Bounded relative error