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SIAM/ASA Journal on Uncertainty Quantification, Volume 4
Volume 4, Number 1, 2016
- Xiaojing Wang, James O. Berger:
Estimating Shape Constrained Functions Using Gaussian Processes. 1-25 - Silvia Montagna
, Surya T. Tokdar:
Computer Emulation with Nonstationary Gaussian Processes. 26-47 - Josef Dick
Higher Order Quasi-Monte Carlo Integration for Holomorphic, Parametric Operator Equations. 48-79 - Paul Dupuis, Markos A. Katsoulakis
Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics. 80-111 - Lulu Kang
Kernel Approximation: From Regression to Interpolation. 112-129 - Sharif Rahman:
The f-Sensitivity Index. 130-162 - Bedrich Sousedík, Howard C. Elman:
Inverse Subspace Iteration for Spectral Stochastic Finite Element Methods. 163-189 - Mircea Grigoriu:
Microstructure Models and Material Response by Extreme Value Theory. 190-217 - Akshay Mittal, Xiao Chen, Charles H. Tong, Gianluca Iaccarino:
A Flexible Uncertainty Propagation Framework for General Multiphysics Systems. 218-243 - Ferran Vidal-Codina
An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations. 244-265 - Mami T. Wentworth, Ralph C. Smith
Parameter Selection and Verification Techniques Based on Global Sensitivity Analysis Illustrated for an HIV Model. 266-297 - David J. Silvester
An Optimal Solver for Linear Systems Arising from Stochastic FEM Approximation of Diffusion Equations with Random Coefficients. 298-311 - Daniel Elfverson
A Multilevel Monte Carlo Method for Computing Failure Probabilities. 312-330 - Jordan Ko, Henry P. Wynn
The Algebraic Method in Quadrature for Uncertainty Quantification. 331-357 - Achref Bachouch
Empirical Regression Method for Backward Doubly Stochastic Differential Equations. 358-379 - Andrea Manzoni
Accurate Solution of Bayesian Inverse Uncertainty Quantification Problems Combining Reduced Basis Methods and Reduction Error Models. 380-412 - Feng Bao, Yanzhao Cao, Amnon J. Meir
A First Order Scheme for Backward Doubly Stochastic Differential Equations. 413-445 - Leonid Berlyand, Pierre-Emmanuel Jabin
Complexity Reduction in Many Particle Systems with Random Initial Data. 446-474 - David A. Barajas-Solano
Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients. 475-494 - Rachel H. Oughton
Hierarchical Emulation: A Method for Modeling and Comparing Nested Simulators. 495-519 - Helmut Harbrecht, Michael Peters, Markus Siebenmorgen:
Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient. 520-551 - Siddhartha Mishra, Nils Henrik Risebro, Christoph Schwab, Svetlana V. Tokareva
Numerical Solution of Scalar Conservation Laws with Random Flux Functions. 552-591 - Nawinda Chustagulprom, Sebastian Reich, Maria Reinhardt:
A Hybrid Ensemble Transform Particle Filter for Nonlinear and Spatially Extended Dynamical Systems. 592-608 - Hasan Çagan Özen, Guillaume Bal:
Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing. 609-635 - Simon Nanty, Céline Helbert, Amandine Marrel
Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs. 636-659 - Sonjoy Das, Sourish Chakravarty:
Predictive Algorithm for Detection of Microcracks from Macroscale Observables. 660-707 - Matthias De Lozzo, Amandine Marrel
Estimation of the Derivative-Based Global Sensitivity Measures Using a Gaussian Process Metamodel. 708-738 - Joakim Beck
Sequential Design with Mutual Information for Computer Experiments (MICE): Emulation of a Tsunami Model. 739-766 - Rui Tuo, C. F. Jeff Wu:
A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties. 767-795 - Alex A. Gorodetsky, Youssef M. Marzouk:
Mercer Kernels and Integrated Variance Experimental Design: Connections Between Gaussian Process Regression and Polynomial Approximation. 796-828 - Marcos A. Capistran
Bayesian Analysis of ODEs: Solver Optimal Accuracy and Bayes Factors. 829-849 - Dario Azzimonti
Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior. 850-874 - Michael Frenklach, Andrew K. Packard, Gonzalo García-Donato
Comparison of Statistical and Deterministic Frameworks of Uncertainty Quantification. 875-901 - L. Mark Berliner, Jenný Brynjarsdóttir
A Framework for Multi-Model Ensembling. 902-923 - El Houcine Bergou, Serge Gratton, Luís Nunes Vicente
Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation. 924-951 - Ulrich Römer
Stochastic Modeling and Regularity of the Nonlinear Elliptic curl-curl Equation. 952-979 - Bruno Després, Benoit Perthame:
Uncertainty Propagation; Intrusive Kinetic Formulations of Scalar Conservation Laws. 980-1013 - Esperan Padonou, Olivier Roustant:
Polar Gaussian Processes and Experimental Designs in Circular Domains. 1014-1033 - Angela Kunoth
Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems. 1034-1059 - Eunhye Song
Shapley Effects for Global Sensitivity Analysis: Theory and Computation. 1060-1083 - Gabriela Malenova, Mohammad Motamed, Olof Runborg, Raúl Tempone
A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty. 1084-1110 - Diego Galindo, Peter Jantsch, Clayton G. Webster, Guannan Zhang:
Accelerating Stochastic Collocation Methods for Partial Differential Equations with Random Input Data. 1111-1137 - Jennifer Fohring, Eldad Haber:
Adaptive A-Optimal Experimental Design for Linear Dynamical Systems. 1138-1159 - Matthew D. Parno
A Multiscale Strategy for Bayesian Inference Using Transport Maps. 1160-1190 - Colin Fox
Fast Sampling in a Linear-Gaussian Inverse Problem. 1191-1218 - Martin Eigel, Christian Merdon, Johannes Neumann
An Adaptive Multilevel Monte Carlo Method with Stochastic Bounds for Quantities of Interest with Uncertain Data. 1219-1245 - Caroline Geiersbach, Clemens Heitzinger, Gerhard Tulzer
Optimal Approximation of the First-Order Corrector in Multiscale Stochastic Elliptic PDE. 1246-1262 - Gang Bao, Chuchu Chen, Peijun Li:
Inverse Random Source Scattering Problems in Several Dimensions. 1263-1287 - Ting Wang, Muruhan Rathinam:
Efficiency of the Girsanov Transformation Approach for Parametric Sensitivity Analysis of Stochastic Chemical Kinetics. 1288-1322 - Veronica E. Bowman, David C. Woods:
Emulation of Multivariate Simulators Using Thin-Plate Splines with Application to Atmospheric Dispersion. 1323-1344 - András László
Convergence and Error Propagation Results on a Linear Iterative Unfolding Method. 1345-1371 - Martin Eigel, Christian Merdon:
Local Equilibration Error Estimators for Guaranteed Error Control in Adaptive Stochastic Higher-Order Galerkin Finite Element Methods. 1372-1397 - Jiahua Jiang
A Goal-Oriented Reduced Basis Methods-Accelerated Generalized Polynomial Chaos Algorithm. 1398-1420
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