Technical reports 2020

MATHICSE Technical Report : Explicit stabilized multirate method for stiff stochastic differential equations

A. Abdulle; G. Rosilho De Souza 


MATHICSE Technical Report : Drift Estimation of Multiscale Diffusions Based on Filtered Data

A. Abdulle; G. Garegnani; G. A. Pavliotis; A. M. Stuart; A. Zanoni 


MATHICSE Technical Report: Non-intrusive double-greedy parametric model reduction by interpolation of frequency-domain rational surrogates

F. Nobile; D. Pradovera 




MATHICSE Technical Report : Analytical and numerical study of a modified cell problem for the numerical homogenization of multiscale random fields

A. Abdulle; D. Arjmand; E. Paganoni 


MATHICSE Technical Report : Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification

V. Kaarnioja; Y. Kazashi; F. Y. Kuo; F. Nobile; I. H. Sloan 


MATHICSE Technical Report: Stability properties of a projector-splitting scheme for the dynamical low rank approximation of random parabolic equations

Y. Kazashi; F. Nobile; E. Vidlicková 




MATHICSE technical Report : Stabilized explicit multirate methods for stiff differential equations

A. Abdulle; M. J. Grote; G. Rosilho De Souza 


MATHICSE Technical Report : Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

F. Bonizzoni; F. Nobile 


MATHICSE Technical Report : A posteriori error analysis of a local adaptive discontinuous Galerkin method for convection-diffusion-reaction equations

A. Assyr; G. Rosilho De Souza 


MATHICSE technical Report : A parabolic local problem with exponential decay of the resonance error for numerical homogenization

A. Assyr; D. Arjmand; E. Paganoni 


MATHICSE Technical Report : Generalized Parallel Tempering on Bayesian Inverse Problems

J. Latz; J. P. Madrigal Cianci; F. Nobile; R. Tempone 


MATHICSE Technical Report : Frequency-domain non-intrusive greedy Model Order Reduction based on minimal rational approximation

D. Pradovera; F. Nobile 


MATHICSE Technical Report: Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval

Y. Kazashi; F. Nobile 


MATHICSE Technical Report : A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters

M. C. Martin; F. Nobile; P. Tsilifis 


MATHICSE Technical Report : Sparse Polynomial Chaos expansions using Variational Relevance Vector Machines

P. Tsilifis; I. Papaioannou; D. Straub; F. Nobile 


MATHICSE Technical Report : An elliptic local problem with exponential decay of the resonance error for numerical homogenization

A. Abdulle; D. Arjmand; E. Paganoni