The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward…

The most efficient surrogate construction algorithms are carefully tailored towards the specific target model. The tailoring is commonly done on two levels, first selecting the general class of…

Several different approaches are proposed for solving fully implicit discretizations of a simplified Boltzmann-Poisson system with a linear relaxation-type collision kernel. This system…

Toolkit for Adaptive Stochastic Modeling and Non-Intrusive ApproximatioN (TASMANIAN) is an ORNL developed open source library for high dimensional integration and interpolation based…