| Publication | Date of Publication | Type |
|---|
| Failure-Informed Adaptive Sampling for PINNs | 2023-08-17 | Paper |
| Strong stability preserving multistep schemes for forward backward stochastic differential equations | 2023-06-20 | Paper |
| IB-UQ: Information bottleneck based uncertainty quantification for neural function regression and neural operator learning | 2023-02-07 | Paper |
| Failure-informed adaptive sampling for PINNs, Part II: combining with re-sampling and subset simulation | 2023-02-02 | Paper |
| AN ADAPTIVE MULTIFIDELITY PC-BASED ENSEMBLE KALMAN INVERSION FOR INVERSE PROBLEMS | 2022-11-24 | Paper |
| Monte Carlo fPINNs: deep learning method for forward and inverse problems involving high dimensional fractional partial differential equations | 2022-10-10 | Paper |
| A Uniform Spectral Analysis for a Preconditioned All-at-Once System from First-Order and Second-Order Evolutionary Problems | 2022-08-31 | Paper |
| Sinc-$\theta$ Schemes for Backward Stochastic Differential Equations | 2022-07-29 | Paper |
| An Acceleration Strategy for Randomize-Then-Optimize Sampling Via Deep Neural Networks | 2022-05-27 | Paper |
| An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations | 2022-05-27 | Paper |
| Normalizing field flows: solving forward and inverse stochastic differential equations using physics-informed flow models | 2022-05-11 | Paper |
| Discrete energy analysis of the third-order variable-step BDF time-stepping for diffusion equations | 2022-04-27 | Paper |
| Parallel implementation for the two-stage SDIRK methods via diagonalization | 2022-04-21 | Paper |
| A well-conditioned direct pint algorithm for first- and second-order evolutionary equations | 2022-04-11 | Paper |
| Optimal design for kernel interpolation: applications to uncertainty quantification | 2022-04-11 | Paper |
| Monte Carlo PINNs: deep learning approach for forward and inverse problems involving high dimensional fractional partial differential equations | 2022-03-16 | Paper |
| Stein variational gradient descent with local approximations | 2021-11-16 | Paper |
| An Adaptive Surrogate Modeling Based on Deep Neural Networks for Large-Scale Bayesian Inverse Problems | 2021-11-02 | Paper |
| Hermite Spectral Collocation Methods for Fractional PDEs in Unbounded Domains | 2021-10-29 | Paper |
| High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control | 2021-10-26 | Paper |
| Normalizing field flows: Solving forward and inverse stochastic differential equations using physics-informed flow models | 2021-08-29 | Paper |
| A well-conditioned direct PinT algorithm for first-and second-order evolutionary equations | 2021-08-03 | Paper |
| Stein variational gradient descent with local approximations | 2021-04-13 | Paper |
| Optimal design for kernel interpolation: applications to uncertainty quantification | 2021-04-13 | Paper |
| Diagonalization-based parallel-in-time algorithms for parabolic PDE-constrained optimization problems | 2021-03-17 | Paper |
| Stability implies robust convergence of a class of preconditioned parallel-in-time iterative algorithms | 2021-02-08 | Paper |
| Sparse Approximation of Data-Driven Polynomial Chaos Expansions: An Induced Sampling Approach | 2021-01-14 | Paper |
| Highly Accurate Numerical Schemes for Stochastic Optimal Control Via FBSDEs | 2021-01-14 | Paper |
| Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems | 2020-12-09 | Paper |
| Data-driven polynomial chaos expansions: a weighted least-square approximation | 2020-12-09 | Paper |
| A Unified Probabilistic Discretization Scheme for FBSDEs: Stability, Consistency, and Convergence Analysis | 2020-09-17 | Paper |
| Constructing Least-Squares Polynomial Approximations | 2020-06-03 | Paper |
| ParaDiag: parallel-in-time algorithms based on the diagonalization technique | 2020-05-18 | Paper |
| Rational Spectral Methods for PDEs Involving Fractional Laplacian in Unbounded Domains | 2020-03-20 | Paper |
| Acceleration of the Two-Level MGRIT Algorithm via the Diagonalization Technique | 2019-10-30 | Paper |
| Explicit deferred correction methods for second-order forward backward stochastic differential equations | 2019-07-26 | Paper |
| A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions | 2019-06-25 | Paper |
| Fast parareal iterations for fractional diffusion equations | 2019-01-31 | Paper |
| Solving time‐periodic fractional diffusion equations via diagonalization technique and multigrid | 2018-11-29 | Paper |
| Explicit theta-Schemes for Mean-Field Backward Stochastic Differential Equations | 2018-09-18 | Paper |
| Parareal algorithms with local time-integrators for time fractional differential equations | 2018-02-23 | Paper |
| Weighted Approximate Fekete Points: Sampling for Least-Squares Polynomial Approximation | 2018-02-21 | Paper |
| Deferred Correction Methods for Forward Backward Stochastic Differential Equations | 2018-01-29 | Paper |
| An Efficient Gradient Projection Method for Stochastic Optimal Control Problems | 2017-12-08 | Paper |
| On the Choice of Design Points for Least Square Polynomial Approximations with Application to Uncertainty Quantification | 2017-10-27 | Paper |
| Stochastic Collocation on Unstructured Multivariate Meshes | 2017-10-27 | Paper |
| Probabilistic High Order Numerical Schemes for Fully Nonlinear Parabolic PDEs | 2017-10-27 | Paper |
| Multistep schemes for forward backward stochastic differential equations with jumps | 2017-08-10 | Paper |
| Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes | 2017-07-25 | Paper |
| A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions | 2017-07-07 | Paper |
| Convergence Analysis for Stochastic Collocation Methods to Scalar Hyperbolic Equations with a Random Wave Speed | 2017-06-20 | Paper |
| A Christoffel function weighted least squares algorithm for collocation approximations | 2017-03-27 | Paper |
| Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures | 2017-03-20 | Paper |
| Weighted discrete least-squares polynomial approximation using randomized quadratures | 2016-12-05 | Paper |
| A multilevel finite element method for Fredholm integral eigenvalue problems | 2016-12-05 | Paper |
| Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs | 2015-06-09 | Paper |
| Convergence Analysis for Three Parareal Solvers | 2015-06-09 | Paper |
| A Stochastic Collocation Method for Delay Differential Equations with Random Input | 2015-02-10 | Paper |
| On Discrete Least-Squares Projection in Unbounded Domain with Random Evaluations and its Application to Parametric Uncertainty Quantification | 2015-01-23 | Paper |
| Multivariate Discrete Least-Squares Approximations with a New Type of Collocation Grid | 2015-01-23 | Paper |
| New Kinds of High-Order Multistep Schemes for Coupled Forward Backward Stochastic Differential Equations | 2014-11-17 | Paper |
| On Sparse Interpolation and the Design of Deterministic Interpolation Points | 2014-11-17 | Paper |
| Convergence Analysis for Spectral Approximation to a Scalar Transport Equation with a Random Wave Speed | 2013-11-19 | Paper |
| Numerical method for hyperbolic conservation laws via forward backward SDEs | 2013-11-02 | Paper |
| Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials | 2012-11-05 | Paper |
| Stochastic Galerkin methods for elliptic interface problems with random input | 2011-12-19 | Paper |
| Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations | 2010-11-05 | Paper |
