2016 Overview 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 Read more | Website Refereed Journals 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 Read more | Website | Download Document Manuscripts 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 Read more | Website | Download Document Manuscripts 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 Read more | Website | Download Document Manuscripts 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 Read more Refereed Journals 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 Read more Book Chapters H. Matthies, E. Zander, B. Rosic, A. Litvinenko; Parameter Estimation via Conditional Expectation - A Bayesian Inversion, 2016. Keywords: Parameter Estimation, Conditional Expectation, Bayesian Inversion Read more Manuscripts 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. Read more | Website | Download Document Refereed Journals 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 Read more | Website Refereed Journals 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 Read more | Website | Download Document Refereed Journals 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 Read more | Website Refereed Journals 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 Read more | Website Book Chapters 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 Read more | Website Refereed Journals 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. Read more | Website | Download Document Refereed Journals 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 Read more | Website Refereed Journals 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 Read more | Website Refereed Journals 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 Read more | Website Refereed Journals 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 Read more | Website | Download Document Refereed Journals 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 Read more | Website | Download Document Refereed Journals 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. Read more | Website | Download Document Refereed Journals
