| Publication | Date of Publication | Type |
|---|
Reduced data-driven turbulence closure for capturing long-term statistics
Computers and Fluids | 2025-04-30 | Paper |
Controlling the time discretization bias for the supremum of Brownian motion
ACM Transactions on Modeling and Computer Simulation | 2024-08-06 | Paper |
Efficient estimation of extreme quantiles using adaptive kriging and importance sampling
International Journal for Numerical Methods in Engineering | 2024-05-06 | Paper |
Comparison of neural closure models for discretised PDEs
Computers & Mathematics with Applications | 2023-06-28 | Paper |
Covariate-based stochastic parameterization of baroclinic ocean eddies
Mathematics of Climate and Weather Forecasting | 2023-02-03 | Paper |
CLUSTERING-BASED COLLOCATION FOR UNCERTAINTY PROPAGATION WITH MULTIVARIATE DEPENDENT INPUTS
International Journal for Uncertainty Quantification | 2022-11-24 | Paper |
Resampling with neural networks for stochastic parameterization in multiscale systems
Physica D | 2022-02-21 | Paper |
Stochastic parametrization with VARX processes
Communications in Applied Mathematics and Computational Science | 2021-04-16 | Paper |
Reducing data-driven dynamical subgrid scale models by physical constraints
Computers and Fluids | 2020-05-05 | Paper |
Resampling with neural networks for stochastic parameterization in multiscale systems
(available as arXiv preprint) | 2020-04-03 | Paper |
| Computing first passage times for Markov-modulated fluid models using numerical PDE problem solvers | 2020-03-30 | Paper |
Rare event simulation for steady-state probabilities via recurrency cycles
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2019-04-23 | Paper |
| Efficient estimation of divergence-based sensitivity indices with Gaussian process surrogates | 2019-04-08 | Paper |
| Quantifying dependencies for sensitivity analysis with multivariate input sample data | 2018-02-06 | Paper |
A large-deviation-based splitting estimation of power flow reliability
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
| Controlling the time discretization bias for the supremum of Brownian Motion | 2017-05-18 | Paper |
Data-driven stochastic representations of unresolved features in multiscale models
Communications in Mathematical Sciences | 2016-09-28 | Paper |
Estimation of space-dependent diffusions and potential landscapes from non-equilibrium data
Journal of Statistical Physics | 2012-11-29 | Paper |
Diffusion estimation from multiscale data by operator eigenpairs
Multiscale Modeling & Simulation | 2012-08-11 | Paper |
Normal forms for reduced stochastic climate models
Proceedings of the National Academy of Sciences | 2011-01-09 | Paper |
Data-based inference of generators for Markov jump processes using convex optimization
Multiscale Modeling & Simulation | 2009-12-21 | Paper |
Distinct metastable atmospheric regimes despite nearly Gaussian statistics: A paradigm model
Proceedings of the National Academy of Sciences | 2008-05-07 | Paper |
Reconstruction of diffusion using spectral data from time series
Communications in Mathematical Sciences | 2007-02-12 | Paper |
Fitting timeseries by continuous-time Markov chains: a quadratic programming approach
Journal of Computational Physics | 2006-10-20 | Paper |
