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SIAM/ASA Journal on Uncertainty Quantification, Volume 7
Volume 7, Number 1, 2019
- Frédéric Cérou
, Bernard Delyon, Arnaud Guyader, Mathias Rousset:
On the Asymptotic Normality of Adaptive Multilevel Splitting. 1-30 - Wanting Xu, Michael L. Stein
Modeling and Predicting Chaotic Circuit Data. 31-52 - Minyong R. Lee:
Modified Active Subspaces Using the Average of Gradients. 53-66 - Joseph L. Hart, Julie Bessac, Emil M. Constantinescu
Global Sensitivity Analysis for Statistical Model Parameters. 67-92 - Gianluca Detommaso
Continuous Level Monte Carlo and Sample-Adaptive Model Hierarchies. 93-116 - Kayla D. Coleman, Allison Lewis, Ralph C. Smith
Gradient-Free Construction of Active Subspaces for Dimension Reduction in Complex Models with Applications to Neutronics. 117-142 - Toshihiro Yamada, Kenta Yamamoto:
Second Order Discretization of Bismut-Elworthy-Li Formula: Application to Sensitivity Analysis. 143-173 - Andreas Van Barel, Stefan Vandewalle
Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method. 174-202 - Daniel J. Perry, Robert M. Kirby, Akil Narayan
Allocation Strategies for High Fidelity Models in the Multifidelity Regime. 203-231 - Zachary del Rosario, Minyong Lee, Gianluca Iaccarino:
Lurking Variable Detection via Dimensional Analysis. 232-259 - Sergey Dolgov
A Hybrid Alternating Least Squares-TT-Cross Algorithm for Parametric PDEs. 260-291 - Constantin Grigo
Bayesian Model and Dimension Reduction for Uncertainty Propagation: Applications in Random Media. 292-323 - Nikolas Nüsken, Grigorios A. Pavliotis
Constructing Sampling Schemes via Coupling: Markov Semigroups and Optimal Transport. 324-382
Volume 7, Number 2, 2019
- Andreas Adelmann
On Nonintrusive Uncertainty Quantification and Surrogate Model Construction in Particle Accelerator Modeling. 383-416 - Adrien Spagnol, Rodolphe Le Riche
Global Sensitivity Analysis for Optimization with Variable Selection. 417-443 - Colin J. Cotter
Ensemble Transport Adaptive Importance Sampling. 444-471 - Rodrigo Iza-Teran, Jochen Garcke
A Geometrical Method for Low-Dimensional Representations of Simulations. 472-496 - Michael B. Giles
Multilevel Nested Simulation for Efficient Risk Estimation. 497-525 - Christian Kahle
Bayesian Parameter Identification in Cahn-Hilliard Models for Biological Growth. 526-552 - Rui Tuo:
Adjustments to Computer Models via Projected Kernel Calibration. 553-578 - Benjamin Peherstorfer:
Multifidelity Monte Carlo Estimation with Adaptive Low-Fidelity Models. 579-603 - Dave Osthus
Prediction Uncertainties beyond the Range of Experience: A Case Study in Inertial Confinement Fusion Implosion Experiments. 604-633 - Roland Pulch, Florian Augustin:
Stability Preservation in Stochastic Galerkin Projections of Dynamical Systems. 634-651 - Christian Clason
Generalized Modes in Bayesian Inverse Problems. 652-684 - David Aristoff
Generalizing Parallel Replica Dynamics: Trajectory Fragments, Asynchronous Computing, and PDMPs. 685-719 - Furong Sun, Robert B. Gramacy, Benjamin Haaland, Earl Lawrence, Andrew Walker:
Emulating Satellite Drag from Large Simulation Experiments. 720-759 - Nathalie Ayi, Erwan Faou:
Analysis of an Asymptotic Preserving Scheme for Stochastic Linear Kinetic Equations in the Diffusion Limit. 760-785
Volume 7, Number 3, 2019
- Christopher Müller, Sebastian Ullmann, Jens Lang
A Bramble-Pasciak Conjugate Gradient Method for Discrete Stokes Equations with Random Viscosity. 787-805 - James M. Scott, M. Paul Laiu, Cory D. Hauck:
Analysis of the Zero Relaxation Limit of Hyperbolic Balance Laws with Random Initial Data. 806-837 - Ian R. Vernon, Samuel E. Jackson
Known Boundary Emulation of Complex Computer Models. 838-876 - Matthew J. Zahr
An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids. 877-912 - Lukas Herrmann
Uncertainty Quantification for Spectral Fractional Diffusion: Sparsity Analysis of Parametric Solutions. 913-947 - Ustim Khristenko
Analysis of Boundary Effects on PDE-Based Sampling of Whittle-Matérn Random Fields. 948-974 - David Swigon, Shelby R. Stanhope
On the Importance of the Jacobian Determinant in Parameter Inference for Random Parameter and Random Measurement Error Models. 975-1006 - Agnimitra Dasgupta, Debraj Ghosh:
Failure Probability Estimation of Linear Time Varying Systems by Progressive Refinement of Reduced Order Models. 1007-1028 - Giovanni Dematteis
Extreme Event Quantification in Dynamical Systems with Random Components. 1029-1059 - Giovanni Rabitti, Emanuele Borgonovo
A Shapley-Owen Index for Interaction Quantification. 1060-1075 - Mohammad Motamed:
Fuzzy-Stochastic Partial Differential Equations. 1076-1104 - Arvind K. Saibaba
Efficient Marginalization-Based MCMC Methods for Hierarchical Bayesian Inverse Problems. 1105-1131
Volume 7, Number 4, 2019
- Matthias H. Y. Tan:
Gaussian Process Modeling of Finite Element Models with Functional Inputs. 1133-1161 - Max D. Gunzburger, Traian Iliescu, Muhammad Mohebujjaman
An Evolve-Filter-Relax Stabilized Reduced Order Stochastic Collocation Method for the Time-Dependent Navier-Stokes Equations. 1162-1184 - Bamdad Hosseini:
Two Metropolis-Hastings Algorithms for Posterior Measures with Non-Gaussian Priors in Infinite Dimensions. 1185-1223 - Joseph L. Hart, Pierre-Alain Gremaud:
Robustness of the Sobol' Indices to Marginal Distribution Uncertainty. 1224-1244 - Ru Zhang, C. Devon Lin, Pritam Ranjan
A Sequential Design Approach for Calibrating Dynamic Computer Simulators. 1245-1274 - Kookjin Lee, Howard C. Elman
A Low-Rank Solver for the Navier-Stokes Equations with Uncertain Viscosity. 1275-1300 - Pranay Seshadri, Henry Shaowu Yuchi, Geoffrey T. Parks:
Dimension Reduction via Gaussian Ridge Functions. 1301-1322 - Paul Mycek
Multilevel Monte Carlo Covariance Estimation for the Computation of Sobol' Indices. 1323-1348 - Jaroslav Vondrejc
Accurate Computation of Conditional Expectation for Highly Nonlinear Problems. 1349-1368 - Malek Ben Salem
Gaussian Process-Based Dimension Reduction for Goal-Oriented Sequential Design. 1369-1397 - Tim J. Dodwell, Christian Ketelsen, Robert Scheichl
ERRATUM: A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow. 1398-1399
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