Q6137266 (Q6137266): Difference between revisions

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+Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations
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+Mapping theorems for Sobolev spaces of vector-valued functions
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+Stochastic inverse heat conduction using a spectral approach
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+Random integral equations
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+Gradient-based estimation of uncertain parameters for elliptic partial differential equations
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+Non-direct estimations of adhesive and elastic properties of materials by depth-sensing indentation
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+A Measure-Theoretic Computational Method for Inverse Sensitivity Problems I: Method and Analysis
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+Convergence rates of convex variational regularization
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+A Measure-Theoretic Computational Method for Inverse Sensitivity Problems III: Multiple Quantities of Interest
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+Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations
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+Measure Theory
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+Bridging the gap between constant step size stochastic gradient descent and Markov chains
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+Convergence rates for Tikhonov regularisation of non-linear ill-posed problems
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+On the convergence of generalized polynomial chaos expansions
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+Bayesian Inverse Problems and Kalman Filters
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+Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems
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+Application of fixed point-collocation method for solving an optimal control problem of a parabolic-hyperbolic free boundary problem modeling the growth of tumor with drug application
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+Identification of boundary conditions by solving Cauchy problem in linear elasticity with material uncertainties
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+Propagation of two independent sources of uncertainty in the electrocardiography imaging inverse solution
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+Well-posed stochastic extensions of ill-posed linear problems
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+An Abstract Framework for Elliptic Inverse Problems: Part 1. An Output Least-Squares Approach
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+Q5024964
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+A class of random variational inequalities and simple random unilateral boundary value problems - existence, discretization, finite element approximation
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+Uncertainty Quantification in Variational Inequalities
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+On monotone variational inequalities with random data
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+Convergence rates for Tikhonov regularization of coefficient identification problems in Laplace-type equations
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+A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations
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+Adaptive Reduced-Order Model Construction for Conditional Value-at-Risk Estimation
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+A New Convex Inversion Framework for Parameter Identification in Saddle Point Problems with an Application to the Elasticity Imaging Inverse Problem of Predicting Tumor Location
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+A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation
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+An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach
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+Convergence rates for the iteratively regularized Gauss–Newton method in Banach spaces
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+Iterative regularization for constrained minimization formulations of nonlinear inverse problems
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+Optimal thickness of a cylindrical shell subject to stochastic forces
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+A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty
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+Variational Bayesian strategies for high-dimensional, stochastic design problems
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+Logarithmic convergence rates for the identification of a nonlinear Robin coefficient
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+Solving PDEs in Python
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+An Introduction to Computational Stochastic PDEs
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+An efficient Bayesian inference approach to inverse problems based on an adaptive sparse grid collocation method
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+A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
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+Stochastic data assimilation of the random shallow water model loads with uncertain experimental measurements
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+On the convergence of the stochastic Galerkin method for random elliptic partial differential equations
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+Adaptive reduced-basis generation for reduced-order modeling for the solution of stochastic nondestructive evaluation problems
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+Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
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+Regularization of ill-posed problems in Banach spaces: convergence rates
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+Error estimates for non-quadratic regularization and the relation to enhancement
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+Optimal control with stochastic PDE constraints and uncertain controls
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+Optimal Algorithms for Non-Smooth Distributed Optimization in Networks
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+A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension
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+Reduced-order model tracking and interpolation to solve PDE-based Bayesian inverse problems
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+Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints
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+Specification of Additional Information for Solving Stochastic Inverse Problems
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+Compactness in vector-valued Banach function spaces
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+Compactness in the Lebesgue-Bochner spaces \(L^p({\mu};X)\)
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+Compactness in Lebesgue–Bochner spaces of random variables and the existence of mean-square random attractors
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+Lipschitz stability for a semi-linear inverse stochastic transport problem
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+An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
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+Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
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