Description The talk will be firstly introduced J. Warner and S. Koutsourelakis's recent paper of Learning Solution to Multiscale Elliptic Problems with Gaussian Process Models. The basic ideas of...
Description We discuss the choice of polynomial basis for approximation of uncertainty propagation through complex simulation models with capability to output derivative information. Our work is a...
Event Topic: Computational Mathematics & Statistics
Description We analyze a halftoning framework where one minimizes a functional consisting of the difference of two convex functions. One of them describes attracting forces caused by the image gray...
Description In this talk, a few numerical methods for pricing European options under the Heston model will be reviewed. In particular, the comparison of computational cost and accuracy between methods...
Description We discuss ideas for a new adaptive algorithm that will enable us to tackle the problems of moving boundaries and fluid-surface interactions. This algorithm combines the flexibility and...
Description The theories for radial basis functions (RBFs) as well as piecewise polynomial splines have now reached a stage of relative maturity as is demonstrated by the recent publication of a...
Description The Gaussian kernel is a popular choice for radial basis function approximation. For a fixed dimension, the error decays exponentially with sample size. However, the leading coefficient of...
Description In this talk we introduce a generalization of the classical L2(Rd)-based Sobolev spaces with the help of a vector operator P which consists of finitely or countably many operators Pn that...
Description We consider the problem of multivariate interpolation with radial basis functions consisting of a scaling parameter. In particular, we discuss the limit of interpolants by radial basis...
