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This work is concentrated on efforts to efficiently compute properties of systems, modelled by differential equations, involving multiple scales. Goal oriented adaptiv-ity is the common approach to all the treated problems. Here the goal of a numerical computation is to approximate a functional of the solution to the differential equation and the numerical… (More)

- G. Migliorati, Fabio Nobile, Erik von Schwerin, Raúl Tempone
- SIAM J. Scientific Computing
- 2013

In this work we consider the random discrete L 2 projection on polynomial spaces (hereafter RDP) for the approximation of scalar Quantities of Interest (QOIs) related to the solution of a Partial Differential Equation model with random input parameters. The RDP technique consists of randomly sampling the input parameters and computing the corresponding… (More)

The theory of a posteriori error estimates suitable for adaptive refinement is well established. This work focuses on the fundamental, but less studied, issue of convergence rates of adaptive algorithms. In particular, this work describes a simple and general adaptive algorithm applied to ordinary , stochastic and partial differential equations with proven… (More)

- G. Migliorati, Fabio Nobile, Erik von Schwerin, Raúl Tempone
- Foundations of Computational Mathematics
- 2014

We analyze the problem of approximating a multivariate function by discrete least-squares projection on a polynomial space starting from random, noise-free observations. An area of possible application of such technique is uncertainty quan-tification for computational models. We prove an optimal convergence estimate, up to a logarithmic factor, in the… (More)

- Christian Bayer, Håkon Hoel, Erik von Schwerin, Raúl Tempone
- SIAM J. Scientific Computing
- 2014

We consider the setting of estimating the mean of a random variable by a sequential stopping rule Monte Carlo (MC) method. The performance of a typical second moment based sequential stopping rule MC method is shown to be unreliable in such settings both by numerical examples and through analysis. By analysis and approximations, we construct a higher moment… (More)

- Håkon Hoel, Erik von Schwerin, Anders Szepessy, Raúl Tempone
- Monte Carlo Meth. and Appl.
- 2014

We present an adaptive multilevel Monte Carlo (MLMC) method for weak approximations of solutions to Itô stochastic differential equations (SDE). The work [Oper. Res. 56 (2008), 607–617] proposed and analyzed an MLMC method based on a hierarchy of uniform time discretizations and control variates to reduce the computational effort required by a single level… (More)

The dynamics of dendritic growth of a crystal in an undercooled melt is determined by macroscopic diffusion-convection of heat and by capillary forces acting on the nanometer scale of the solid-liquid interface width. Its modelling is useful for instance in processing techniques based on casting. The phase-field method is widely used to study evolution of… (More)

We analyse the problem of approximating a multivariate function by discrete least-squares projection on a polynomial space starting from random, noise-free observations. An area of possible application of such technique is Uncertainty Quantification (UQ) for computational models. We prove an optimal convergence estimate, up to a logarithmic factor , in the… (More)

Results are presented from numerical experiments aiming at the computation of stochastic phase-field models for phase transformations by coarse-graining molecular dynamics. The studied phase transformations occur between a solid crystal and a liquid. Nucleation and growth, sometimes dendritic, of crystal grains in a sub-cooled liquid is determined by… (More)

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