| Publication | Date of Publication | Type |
|---|
Improving the expressive power of deep neural networks through integral activation transform
International Journal of Numerical Analysis and Modeling | 2024-12-04 | Paper |
An ensemble score filter for tracking high-dimensional nonlinear dynamical systems
Computer Methods in Applied Mechanics and Engineering | 2024-11-26 | Paper |
A pseudoreversible normalizing flow for stochastic dynamical systems with various initial distributions
SIAM Journal on Scientific Computing | 2024-09-05 | Paper |
A score-based filter for nonlinear data assimilation
Journal of Computational Physics | 2024-08-20 | Paper |
Transferable neural networks for partial differential equations
Journal of Scientific Computing | 2024-03-04 | Paper |
A non‐intrusive domain‐decomposition model reduction method for linear steady‐state partial differential equations with random coefficients
Numerical Methods for Partial Differential Equations | 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
SIAM Journal on Numerical Analysis | 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
SIAM Journal on Scientific Computing | 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
International Journal for Uncertainty Quantification | 2022-11-24 | Paper |
A sparse-grid probabilistic scheme for approximation of the runaway probability of electrons in fusion tokamak simulation
(available as arXiv preprint) | 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
Journal of Computational Physics | 2022-04-28 | Paper |
An out-of-distribution-aware autoencoder model for reduced chemical kinetics
Discrete and Continuous Dynamical Systems. Series S | 2022-04-22 | Paper |
A Feynman-Kac based numerical method for the exit time probability of a class of transport problems
(available as arXiv preprint) | 2021-04-28 | Paper |
On the Lebesgue constant of weighted Leja points for Lagrange interpolation on unbounded domains
IMA Journal of Numerical Analysis | 2021-03-16 | Paper |
Explicit cost bounds of stochastic Galerkin approximations for parameterized PDEs with random coefficients
Computers & Mathematics with Applications | 2020-10-12 | Paper |
Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs
Computers & Mathematics with Applications | 2020-10-12 | Paper |
Reduced basis methods for nonlocal diffusion problems with random input data
Computer Methods in Applied Mechanics and Engineering | 2020-04-06 | Paper |
An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs
Journal of Scientific Computing | 2019-11-13 | Paper |
A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
SIAM Journal on Scientific Computing | 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
Journal of Computational Mathematics | 2018-10-22 | Paper |
Stochastic finite element methods for partial differential equations with random input data
Acta Numerica | 2018-09-26 | Paper |
Second-order numerical schemes for decoupled forward-backward stochastic differential equations with jumps
Journal of Computational Mathematics | 2017-10-20 | Paper |
Hyperspherical sparse approximation techniques for high-dimensional discontinuity detection
SIAM Review | 2016-08-08 | Paper |
A sparse grid method for Bayesian uncertainty quantification with application to large eddy simulation turbulence models
Lecture Notes in Computational Science and Engineering | 2016-05-26 | Paper |
A Hyperspherical Adaptive Sparse-Grid Method for High-Dimensional Discontinuity Detection
SIAM Journal on Numerical Analysis | 2015-06-30 | Paper |
An adaptive wavelet stochastic collocation method for irregular solutions of partial differential equations with random input data
Lecture Notes in Computational Science and Engineering | 2015-06-10 | Paper |
A hybrid sparse-grid approach for nonlinear filtering problems based on adaptive-domain of the Zakai equation approximations
SIAM/ASA Journal on Uncertainty Quantification | 2015-01-14 | Paper |
An adaptive sparse-grid iterative ensemble Kalman filter approach for parameter field estimation
International Journal of Computer Mathematics | 2014-08-14 | Paper |
| Nonparametric inference for a class of SPDEs driven by fractional noises | 2014-06-30 | Paper |
A sparse-grid method for multi-dimensional backward stochastic differential equations
Journal of Computational Mathematics | 2014-02-28 | Paper |
Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data
SIAM Journal on Numerical Analysis | 2012-10-31 | Paper |
A generalized \(\theta\)-scheme for solving backward stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2012-07-04 | Paper |
A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations
SIAM Journal on Numerical Analysis | 2011-05-17 | Paper |
Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes
Journal of Statistical Planning and Inference | 2010-10-22 | Paper |
Nonlinear ensemble filtering with diffusion models: Application to the surface quasi-geostrophic dynamics
(available as arXiv preprint) | N/A | Paper |
An Online Algorithm for Solving Feedback Optimal Control Problems with Partial Observations
(available as arXiv preprint) | N/A | Paper |
