2011 Overview C. Bayer, H. Hoel, P. Plechac, A. Szepessy, R. Tempone. ”How accurate is molecular dynamics?”, arXiv:1104.0953, 2011 Keywords: How accurate is molecular dynamics? Read more | Website Manuscripts M. Motamed and C. B. Macdonald and S. J. Ruuth. On the Linear Stability of the Fifth-Order WENO Discretization. Journal of Scientific Computing, vol. 47, no. 2, pp. 127-149, 2011. Keywords: Linear stability analysis, Method of lines, WENO, Multistep methods, Runge–Kutta methods, Hyperbolic conservation laws Read more | Website Refereed Journals J. Back, F. Nobile, L. Tamellini, and R. Tempone. Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison. In J.S. Hesthaven and E.M. Ronquist, editors, Spectral and High Order Methods for Partial Differential Equations, volume 76 of Lecture Notes in Computational Science and Engineering, pages 43-62. Springer, 2011. Selected papers from the ICOSAHOM '09 conference, June 22-26, Trondheim, Norway. Keywords: Elliptic equations Multivariate polynomial approximation PDEs with random data Smolyak approximation Stochastic collocation methods Stochastic Galerkin methods Uncertainty quantification Read more | Download Document Refereed Journals H. Tembine, R. Tempone, and P. Vilanova. Mean field interaction in biochemical reaction networks. In Communication, Control, and Computing (Allerton), 2011 49th Annual Allerton Conference on, pages 991 -997, sept. 2011. Keywords: Mean-field interaction, reaction networks Read more | Website | Download Document Conference Proceedings Tembine, P. Vilanova, M. Assaad, and M. Debbah. Mean field stochastic games for SINR-based medium access control. In Proceedings of the 5th International ICST Conference on Performance Evaluation Methodologies and Tools, VALUETOOLS '11, pages 572-581. Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering, 2011. Keywords: Mean field stochastic games, SINR Read more | Website Conference Proceedings Back, F. Nobile, L. Tamellini and R. Tempone. Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients, in ESAIM Proceedings, vol. 33, p. 10-21, 2011. Keywords: Uncertainty Quantification / PDEs with random data / elliptic equations / multivariate polynomial approximation / Best M-Terms approximation / Stochastic Galerkin methods / Smolyak approximation / Sparse grids, Stochastic Collocation methods Read more | Website Refereed Journals Kiessling, Jonas; Tempone, Raúl "Diffusion approximation of Lévy processes with a view towards finance." Monte Carlo Methods Appl. 17 (2011), no. 1, 11–45. Keywords: Lévy process; infinite activity; diffusion approximation; Monte Carlo; weak approximation; error expansion; a posteriori error estimates; adaptivity; error control; mathematical finance Read more | Website Refereed Journals Karlsson, Jesper; Tempone, Raúl " Towards automatic global error control: computable weak error expansion for the tau-leap method." Monte Carlo Methods Appl. 17 (2011), no. 3, 233–278. Keywords: Tau-leap; weak approximation; reaction networks; Markov chain; error estimation; a posteriori error estimates; backward dual functions Read more | Website Refereed Journals
