Stein's method has emerged as a powerful and versatile tool in probability theory for deriving error bounds in distributional approximations. Originally developed to ...

A new iterative method is presented for solving finite difference equations which approximate the steady Stokes equations. The method is an extension of successive-over-relaxation and has two ...

Covers asymptotic evaluation of integrals (stationary phase and steepest descent), perturbation methods (regular and singular methods, and inner and outer expansions), multiple scale methods, and ...

In this talk we present few instances of multilevel approximation methods involving PDEs with random parameters and associated scalar output quantities of interest (QoI). Multilevel methods aim at ...