Publication | Date of Publication | Type |
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Transferable neural networks for partial differential equations | 2024-03-04 | Paper |
A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients | 2023-12-16 | Paper |
A Unified Filter Method for Jointly Estimating State and Parameters of Stochastic Dynamical Systems via the Ensemble Score Filter | 2023-12-16 | Paper |
A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints | 2023-11-24 | Paper |
A Score-based Nonlinear Filter for Data Assimilation | 2023-06-15 | Paper |
A pseudo-reversible normalizing flow for stochastic dynamical systems with various initial distributions | 2023-06-08 | Paper |
Level Set Learning with Pseudoreversible Neural Networks for Nonlinear Dimension Reduction in Function Approximation | 2023-06-07 | Paper |
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing | 2023-02-13 | Paper |
AN EFFICIENT MESH-FREE IMPLICIT FILTER FOR NONLINEAR FILTERING PROBLEMS | 2022-11-24 | Paper |
A sparse-grid probabilistic scheme for approximation of the runaway probability of electrons in fusion tokamak simulation | 2022-11-01 | Paper |
Compressive-sensing-assisted mixed integer optimization for dynamical system discovery with highly noisy data | 2022-09-20 | Paper |
A divergence-free constrained magnetic field interpolation method for scattered data | 2022-07-25 | Paper |
A Feynman-Kac based numerical method for the exit time probability of a class of transport problems | 2022-04-28 | Paper |
An out-of-distribution-aware autoencoder model for reduced chemical kinetics | 2022-04-22 | Paper |
A Feynman-Kac based numerical method for the exit time probability of a class of transport problems | 2021-04-28 | Paper |
On the Lebesgue constant of weighted Leja points for Lagrange interpolation on unbounded domains | 2021-03-16 | Paper |
Explicit cost bounds of stochastic Galerkin approximations for parameterized PDEs with random coefficients | 2020-10-12 | Paper |
Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs | 2020-10-12 | Paper |
Reduced basis methods for nonlocal diffusion problems with random input data | 2020-04-06 | Paper |
An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs | 2019-11-13 | Paper |
A Domain Decomposition Model Reduction Method for Linear Convection-Diffusion Equations with Random Coefficients | 2019-08-28 | Paper |
Learning nonlinear level sets for dimensionality reduction in function approximation | 2019-02-27 | Paper |
A First-Order Numerical Scheme for Forward-Backward Stochastic Differential Equations in Bounded Domains | 2018-10-22 | Paper |
Stochastic finite element methods for partial differential equations with random input data | 2018-09-26 | Paper |
Second-order schemes for solving decoupled forward backward stochastic differential equations | 2017-10-20 | Paper |
Hyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity Detection | 2016-08-08 | Paper |
A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection | 2015-06-30 | Paper |
An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data | 2015-06-10 | Paper |
Second-order schemes for solving decoupled forward backward stochastic differential equations | 2015-02-06 | Paper |
A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations | 2015-01-14 | Paper |
An adaptive sparse-grid iterative ensemble Kalman filter approach for parameter field estimation | 2014-08-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4980768 | 2014-06-30 | Paper |
A Sparse-Grid Method for Multi-Dimensional Backward Stochastic Differential Equations | 2014-02-28 | Paper |
Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data | 2012-10-31 | Paper |
A generalized \(\theta\)-scheme for solving backward stochastic differential equations | 2012-07-04 | Paper |
A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations | 2011-05-17 | Paper |
Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes | 2010-10-22 | Paper |