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Publications by Mike Yan
A Data-Driven Stochastic Method for Elliptic PDEs With Random Coefficients
SIAM-ASA Journal on Uncertainty Quantification
Statistics
Probability
Combinatorics
Applied Mathematics
Uncertainty
Simulation
Discrete Mathematics
Modeling
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A Model Reduction Method for Multiscale Elliptic Pdes With Random Coefficients Using an Optimization Approach
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A Stochastic Collocation Method for Elliptic Partial Differential Equations With Random Input Data
SIAM Review
Computational Mathematics
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Theoretical Computer Science
a Fully Adaptive Interpolated Stochastic Sampling Method for Linear Random Pdes
International Journal for Uncertainty Quantification
Control
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Elliptic PDEs With Distributional Drift and Backward SDEs Driven by a Càdlàg Martingale With Random Terminal Time
Stochastics and Dynamics
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Multilevel Quasi-Monte Carlo Integration With Product Weights for Elliptic PDEs With Lognormal Coefficients
ESAIM: Mathematical Modelling and Numerical Analysis
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Second-Order Elliptic PDEs With Discontinuous Boundary Data
IMA Journal of Numerical Analysis
Computational Mathematics
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Stochastic Differential Equations With Random Coefficients
Bernoulli
Statistics
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Sparse Polynomial Approximation of Parametric Elliptic PDEs. Part I: Affine Coefficients
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Mixed Fractional Sobolev Spaces and Elliptic PDEs With Singular Integral Boundary Data
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