MATHICSE Technical Report : Drift Estimation of Multiscale Diffusions Based on Filtered Data
2020-09-28
MATHICSE Technical Report : Explicit stabilized multirate method for stiff stochastic differential equations
2020-10-29
MATHICSE Technical Report : Analytical and numerical study of a modified cell problem for the numerical homogenization of multiscale random fields
2020-07-21
MATHICSE Technical Report: Non-intrusive double-greedy parametric model reduction by interpolation of frequency-domain rational surrogates
2020-08-25
10.5281/zenodo.3997464.MATHICSE Technical Report : Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
2020-07-13
MATHICSE Technical Report: Stability properties of a projector-splitting scheme for the dynamical low rank approximation of random parabolic equations
2020-07-02
//doi.org/10.5281/zenodo.3946447.MATHICSE technical Report : Stabilized explicit multirate methods for stiff differential equations
2020-06-01
MATHICSE Technical Report : Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem
2020-05-15
MATHICSE Technical Report : A posteriori error analysis of a local adaptive discontinuous Galerkin method for convection-diffusion-reaction equations
2020-04-15
MATHICSE technical Report : A parabolic local problem with exponential decay of the resonance error for numerical homogenization
2020-04-15
MATHICSE Technical Report : Generalized Parallel Tempering on Bayesian Inverse Problems
2020-03-10
MATHICSE Technical Report : Frequency-domain non-intrusive greedy Model Order Reduction based on minimal rational approximation
2020-02-27
MATHICSE Technical Report: Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval
2020-02-06
MATHICSE Technical Report : An elliptic local problem with exponential decay of the resonance error for numerical homogenization
2020
MATHICSE Technical Report : A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters
2020-01-09
MATHICSE Technical Report : Sparse Polynomial Chaos expansions using Variational Relevance Vector Machines
2020-01-09