We study the solution of linear systems resulting from the discreitization of unsteady diffusion equations with stochastic coefficients. In particular, we focus on those linear systems that areâ€¦ (More)

We consider the numerical simulation of an optimal control problem constrained by the unsteady Stokes-Brinkman equation involving random data. More precisely, we treat the state, the control, theâ€¦ (More)

This paper is aimed at the efficient numerical simulation of optimization problems governed by either steady-state or unsteady partial differential equations involving random coefficients. This classâ€¦ (More)

According to the latest Basel framework of Banking Supervision, financial institutions should internally assign their borrowers into a number of homogeneous groups. Each group is assigned aâ€¦ (More)