2014 Overview Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, Raul Tempone, A Fast Simulation Method for the Sum of Subexponential Distributions, submitted to arXiv:1406.4689v4, Jun. 2014. Keywords: A Fast Simulation Method for the Sum of Subexponential Distributions. Read more | Website Manuscripts Kody J.H. Law, Hamidou Tembine, Raul Tempone, Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering, submitted to arXiv:1409.0628v2, Nov. 2014. Keywords: Deterministic Methods for Nonlinear Filtering, part I: Mean-field Ensemble Kalman Filtering. Read more | Website Manuscripts K.J.H. Law, D. Sanz-Alonso, A. Shukla, A.M. Stuart, Controlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model, submitted to arXiv:1411.3113v1, Nov. 2014. Keywords: Controlling Unpredictability with Observations in the Partially Observed Lorenz '96 Model. Read more | Website Manuscripts Tiangang Cui, Kody J.H. Law, Youssef M. Marzouk, Dimension-independent likelihood-informed MCMC, submitted to arXiv:1411.3688v1, Nov. 2014 Keywords: Dimension-independent likelihood-informed MCMC Read more | Website Manuscripts Nathan Quadrio, "Multilevel Monte Carlo method for PDEs with fluid dynamic applications", Master Thesis, KAUST, October 2014. Keywords: Uncertainty Quantification, Monte Carlo Sampling, Variance Reduction, Multi- level Monte Carlo Read more | Download Document Thesis Nadhir Ben Rached, Fatma Benkhelifa, Abla Kammoun, Mohamed-Slim Alouini, and Raul Tempone, "Additional Results on the Hazard Rate Twisting-Based Simulation Approach", submitted to IEEE, 2014 Keywords: Crude Monte Carlo, rare events, Importance Sampling, hazard rate twisting, asymptotically optimal, twisting parameter. Read more | Download Document Manuscripts Matteo Icardi, Gianluca Boccardo, Daniele L. Marchisio, Tiziana Tosco, and Rajandrea Sethi, Pore-scale simulation of fluid flow and solute dispersion in three-dimensional porous media. Phys. Rev. E., 90, 2014. Keywords: Pore-scale simulation of fluid flow and solute dispersion in three-dimensional porous media. Read more | Website | Download Document Refereed Journals Hakon Hoel, Juho Happola, and Raul Tempone, Construction of a mean square error adaptive Euler–Maruyama method with applications in multilevel Monte Carlo. 2014 Keywords: Adaptive time-stepping, stochastic differential equations, multilevel Monte Carlo. Read more | Download Document Manuscripts Bilal Saad and Mazen Saad, "A combined finite volume–nonconforming finite element scheme for compressible two-phase flow in porous media", Numerische Mathematik, Springer-Verlag Berlin Heidelberg 2014. Keywords: Two-phase flow in a porous medium, finite volume methods, finite element methods, convergence study. Read more | Website Refereed Journals Annunziato, M., Borzì, A., Nobile, F. and Tempone, R., On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks. Applied Mathematics, Vol.5 No.16, September 2014. DOI: 10.4236/am.2014.516239. Keywords: Hamilton-Jacobi-Bellman Equation, Fokker-Planck Equation, Optimal Control Theory, Stochastic Differential Equations, Hybrid Systems. Read more | Website Refereed Journals L. Selvakumaran, Q. Long, S. Prudhomme, G. Lubineau, On the detectability of transverse cracks in laminated composites using electrical potential change measurements, Composite Structures, 121, 237-246 (2014). Keywords: Transverse cracking, Sensitivity, Impedance tomography, Analytical model, Laminated composites. Read more | Website Refereed Journals Hakon Hoel and Henrik Nyberg, "An Extension of Clarke’s Model With Stochastic Amplitude Flip Processes", IEEE Transactions on Communications, 2014. Keywords: Multipath channels, Gaussian processes, Ray tracing. Read more | Website | Download Document Refereed Journals Sergey Dolgov, Boris N. Khoromskij, Alexander Litvinenko and Hermanz G. Matthies, "Computation of the Response Surface in the Tensor Train data format", Submitted on 11 Jun 2014, under revision. Keywords: Computation of the Response Surface in the Tensor Train data format Read more | Website Manuscripts Viet Ha Hoang, K. J. H. Law, and A. M. Stuart, "Determining white noise forcing from Eulerian observations in the Navier-Stokes equation", Stochastic Partial Differential Equations: Analysis and Computations, June 2014, Volume 2, Issue 2, pp 233-261 Keywords: Bayesian inversion, Navier-Stokes equation, White noise forcing Read more | Website Refereed Journals K. J. H. Law, T. W. Neely, P. G. Kevrekidis, B. P. Anderson, A. S. Bradley, and R. Carretero-González, Dynamic and energetic stabilization of persistent currents in Bose-Einstein condensates. Phys. Rev. A 89, 053606 – Published 9 May 2014. Keywords: Bose-Einstein condensate (BEC), vortices, bifurcation and stability analysis Read more | Website | Download Document Refereed Journals Gianluca Boccardo, Luigi Del Plato, Daniele Marchisio, Frederic Augier, Yacine Haroun, Daniel Ferre, Matteo Icardi. Pore-scale simulation of fluid flow in packed-bed reactors via rigid-body simulations and CFD. 10th International Conference on CFD in Oil & Gas, Metallurgical and Process Industries SINTEF, Trondheim, NORWAY, 17-19th June 2014 Keywords: Porous media, fixed bed catalytic reactor, Blender, Fluent, CFD, fluid dynamics, Ergun law. Read more | Website Conference Proceedings Matteo Icardi, Gianni Ronco, Daniele L. Marchisio, Mathieu Labois, Efficient simulation of gas-liquid pipe flows with the generalized population balance equation coupled with the algebraic slip model, Applied Mathematical Modelling, vol. 38, pp. 4277–4290, September 2014. Keywords: Population balance equation; Gas-Liquid flow; Algebraic Slip Model; Direct Quadrature Method of Moments Read more | Website Refereed Journals H. Tembine, Nonasymptotic mean-field games, IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics, accepted and to appear 2014. Keywords: Nonasymptotic Mean-Field Games, mean-field approximation in finite regime Read more Refereed Journals Dario Bauso, Ben Mansour Dia, Boualem Djehiche, Hamidou Tembine, Raul Tempone, Mean Field Games for Marriage, PLOS ONE 9(5): e94933, 2014. Keywords: Society Influence, Marriage, Mean-Field Read more Refereed Journals J. Kiessling and R. Tempone. Computable error estimates of a finite difference scheme for option pricing in exponential Levy models. BIT Numerical Mathematics, December 2014, Volume 54, Issue 4, pp 1023-1065 Keywords: Levy process, infinite activity, diffusion approximation, parabolic integro-differential equation, weak approximation, error expansion, a posteriori error estimates, finite difference method, option pricing, jump-diffusion models Read more | Website | Download Document Refereed Journals A. Moraes, F. Ruggeri, R. Tempone, and P. Vilanova. Multiscale modeling of wear degradation in cylinder liners. Multiscale Modeling & Simulation, 12(1):396-409, 2014. Keywords: Pure jump processes, Multiscale approximation, Indirect inference, Wear processes, Master Equation. Read more | Website | Download Document Refereed Journals D. B. Kelly, K. J. H. Law, and A. M. Stuart, Well-Posedness And Accuracy Of The Ensemble Kalman Filter In Discrete And Continuous Time, Nonlinearity 27 2579, 2014. Keywords: Filtering, EnKF, chaotic dynamical systems, Navier-Stokes, Lorenz 96, Lorenz 63 Read more | Website | Download Document Refereed Journals Loïc Giraldi, Alexander Litvinenko, Dishi Liu, Hermann G. Matthies, Anthony Nouy, To be or not to be intrusive? The solution of parametric and stochastic equations - the "plain vanilla" Galerkin case. SIAM Journal on Scientific Computing (Vol. 36, Issue 6). Keywords: Uncertainty quantification, stochastic Galerkin approximation, parametric problems, stochastic equation, coupled system, non-intrusive computation Read more | Website | Download Document Refereed Journals H. Tembine, Energy-constrained mean field games in wireless networks, Strategic Behavior and the Environment, 2014. Keywords: mean-field stochastic games, antijamming strategies, one-and-half player game Read more | Website Refereed Journals K. J. H. Law, A. Shukla, and A. M. Stuart. Analysis of the 3DVAR Filter for the Partially Observed Lorenz ’63 Model. Discrete and Continuous Dynamical Systems A 34 1061-1078 (2014). Keywords: Mathematics - Dynamical Systems, Mathematics - Optimization and Control, Physics - Data Analysis, Statistics and Probability Read more | Website | Download Document Refereed Journals A. Moraes, R. Tempone, and P. Vilanova. Hybrid chernoff tau-leap. Multiscale Modeling & Simulation, 12(2):581-615, 2014. Keywords: Tau-leap, error estimates, error control, exit probability, weak approximation, hybrid algorithms Read more | Website | Download Document Refereed Journals Christian Bayer, Hakon Hoel, Erik Von Schwerin, and Raul Tempone, On non-asymptotic optimal stopping criteria in Monte Carlo Simulations, SIAM Journal on Scientific Computing, Volume 36, Issue 2, 2014 Keywords: Monte Carlo methods, optimal stopping, sequential stopping rules, non-asymptotic Read more | Website | Download Document Refereed Journals Galina Schwartz, Hamidou Tembine, Saurabh Amin, Shankar Sastry, Demand response scheme based on lottery-like rebates, 19th World Congress of the International Federation of Automatic Control (IFAC), Cape Town, South Africa, 24-29 August 2014 Keywords: Demand response, lottery Read more | Website Conference Proceedings Hamidou Tembine, Tutorial on Mean-field type games, 19th World Congress of the International Federation of Automatic Control (IFAC), Cape Town, South Africa, 24-29 August 2014 Keywords: Mean Field Type Games Read more | Website Conference Proceedings Hamidou Tembine, Nonasymptotic Mean-Field Games, 19th World Congress of the International Federation of Automatic Control (IFAC), Cape Town, South Africa, 24-29 August 2014 Keywords: Nonasymptotic Mean-Field Games Read more | Download Document Conference Proceedings Hamidou Tembine, Fast Distributed Strategic Learning for Global Optima in Queueing Access Games, 19th World Congress of the International Federation of Automatic Control (IFAC), Cape Town, South Africa, 24-29 August 2014 Keywords: Fast Distributed Strategic Learning, Global Optima, Queueing Access Games Read more | Download Document Conference Proceedings Mike Espig, Wolfgang Hackbusch, Alexander Litvinenko, Hermann G. Matthies, Philipp Wähnert, Efficient low-rank approximation of the stochastic Galerkin matrix in tensor formats. Special Issue of CAMWA "High-Order Finite Element Approximation for PDEs", Volume 67 (Issue 4), March 2014 Keywords: Tensor approximation; Stochastic PDEs; Stochastic Galerkin matrix; Low-rank tensor formats; Uncertainty quantification Read more | Website Refereed Journals F. Cirak, Q. Long, K. Bhattacharya, M. Warner, Computational analysis of liquid crystalline elastomer membranes: changing Gaussian curvature without stretch energy. International Journal of Solids and Structures. 51 (1): 144-153 (2014) Keywords: Liquid crystalline elastomer, Nematic elastomer, Soft material, Non-developable surface, Finite elements Read more | Website Refereed Journals H. Tembine, Q. Zhu, T. Basar, Risk-Sensitive Mean-Field Games, IEEE Transactions on Automatic Control, volume 59, Issue 4, April 2014. Keywords: Risk-Sensitive, Mean-Field Games, Risk-Seeking, Risk-Averse Read more | Website Refereed Journals G. Migliorati, F. Nobile, E. von Schwerin, and R. Tempone. Analysis of the discrete L2 projection on polynomial spaces with random evaluations. Foundations of Computational Mathematics, June 2014, Volume 14, Issue 3, pp 419-456 Keywords: Approximation theory, Error analysis, Multivariate polynomial approximation, Nonparametric regression, Noise-free data, Generalized polynomial chaos, Point collocation Read more | Website | Download Document Refereed Journals Ivo Babuska, Mohammad Motamed, and Raul Tempone, A Stochastic Multiscale Method for the Elastodynamic Wave Equation Arising from Fiber Composites, Computer Methods in Applied Mechanics and Engineering, Volume 276, 1 July 2014, Pages 190–211 Keywords: Fiber composites, multiscale simulation, stochastic elastic wave equation, uncertainty quantification Read more | Website | Download Document Refereed Journals J. Beck, F. Nobile, L. Tamellini, R. Tempone. A quasi-optimal sparse grids procedure for groundwater flows. Spectral and High Order Methods for Partial Differential Equations - ICOSAHOM 2012. Selected papers from the ICOSAHOM conference on June 25-29, 2012, Gammarth, Tunisia. Lecture Notes in Computational Science and Engineering Volume 95, pp. 1-16, 2014. Keywords: Uncertainty Quantification Read more | Website Book Chapters J. Beck, F. Nobile, L. Tamellini, R. Tempone, Convergence of quasi-optimal stochastic Galerkin methods for a class of PDEs with random coefficients, Computers & Mathematics with Applications. Volume 67, Issue 4, March 2014, Pages 732–751. Keywords: Uncertainty Quantification, PDEs with random data, linear elliptic equations, multivariate polynomial approximation, best M -terms polynomial approximation, Stochastic Galerkin method, sub-exponential convergence Read more | Website | Download Document Refereed Journals K. J. H. Law. Proposals Which Speed-Up Function-Space MCMC. Journal of Computational and Applied Mathematics, 262, 127-138 (2014). Keywords: Statistics - Methodology, Mathematics - Dynamical Systems, Physics - Data Analysis, Statistics and Probability Read more | Website | Download Document
