Related papers: Analyticity of Parametric Elliptic Eigenvalue Prob…
Let ${X_j},{Y_j}(j = 1, \cdot \cdot \cdot,n)$ be vector fields satisfying H\"{o}rmander's condition and ${\Delta_L} = \sum\limits_{j = 1}^n {(X_j^2 + Y_j^2)}$. In this paper, we establish some inequalities of Dirichlet eigenvalues for…
We consider the inverse boundary value problem of determining a coefficient function in an elliptic partial differential equation from knowledge of the associated Neumann-Dirichlet-operator. The unknown coefficient function is assumed to be…
In $L_2 (\mathbb{R}^d; \mathbb{C}^n)$, we consider a selfadjoint matrix strongly elliptic second order differential operator $\mathcal{A}_\varepsilon$ with periodic coefficients depending on $\mathbf{x}/\varepsilon$. We find approximations…
We introduce the multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficient $a=\exp(Z)$ where $Z$ is a Gaussian random field defined by an infinite series expansion $Z(\boldsymbol{y}) =…
We present an exponentially convergent numerical method to approximate the solution of the Cauchy problem for the inhomogeneous fractional differential equation with an unbounded operator coefficient and Caputo fractional derivative in…
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…
We review the notion and the properties of the generalised \pe\ for elliptic operators in unbounded domains, and we relate it with the criticality theory. We focus on operators with almost periodic coefficients. We present a Liouville-type…
We propose a multi-index algorithm for the Monte Carlo (MC) discretization of a linear, elliptic PDE with affine-parametric input. We prove an error vs. work analysis which allows a multi-level finite-element approximation in the physical…
This paper studies the rate of convergence for conditional quasi-Monte Carlo (QMC), which is a counterpart of conditional Monte Carlo. We focus on discontinuous integrands defined on the whole of $R^d$, which can be unbounded. Under…
In $L_2 (\mathbb{R}^d; \mathbb{C}^n)$, we consider a selfadjoint matrix strongly elliptic second order differential operator $\mathcal{A}_\varepsilon$ with periodic coefficients depending on $\mathbf{x}/\varepsilon$. We find approximations…
Importance sampling Monte-Carlo methods are widely used for the approximation of expectations with respect to partially known probability measures. In this paper we study a deterministic version of such an estimator based on quasi-Monte…
In the paper, the transition probability density of isotropic $\alpha$-stable stochastic process in a finite dimensional Euclidean space is considered. The results of applying pseudo differential operators with respect spatial variables to…
This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…
In this paper, we study an adaptive finite element method for multiple eigenvalue problems of a class of second order elliptic equations. By using some eigenspace approximation technology and its crucial property which is also presented in…
In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…
We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…
In this article we present a new technique to obtain a lower bound for the principal Dirichlet eigenvalue of a fully nonlinear elliptic operator. We ilustrate the construction of an appropriate radial function required to obtain the bound…
We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…
We study quantitative homogenization of the eigenvalues for elliptic systems with periodically distributed inclusions, where the conductivity of inclusions are strongly contrast to that of the matrix. We propose a quantitative version of…
In this paper we establish commmutator estimates for the Dirichlet-to-Neumann Map associated to a divergence form elliptic operator in the upper half-space $\mathbb{R}^{n+1}_+:=\{(x,t)\in \mathbb{R}^n \times (0,\infty)\}$, with uniformly…