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Uncertainty quantification and weak approximation of an elliptic inverse problem
Uncertainty quantification weak approximation elliptic inverse problem
2011/3/18
We consider the inverse problem of determining the permeability from the pressure in a Darcy model of flow in a porous medium. Mathematically the problem is to find the diffusion coefficient for a lin...
High order weak approximation schemes for Lévy-driven SDEs
Levy-driven stochastic di erential equation Euler scheme
2011/2/28
We propose new jump-adapted weak approximation schemes for stochas-tic di erential equations driven by pure-jump Levy processes.
A cohomological obstruction to weak approximation for homogeneous spaces
Brauer-Manin obstruction weak approximation homogeneous spaces
2011/1/19
Let X be a homogeneous space, X = G/H, where G is a connected linear algebraic group over a number field k, and H G is a k-subgroup (not necessarily con-nected). Let S be a finite set of places of k...