The goal of the present PhD research is to establish a methodology of nuclear data uncertainty quantification (NDUQ) for MCNPX, the continuous-energy Monte-Carlo (M-C) code. The high fidelity (continuous-energy treatment and flexible geometry modelling) of ...
We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...
This thesis addresses the problem of a statistical description of the transport of sediment as bed load. It highlights the role of fluctuations arising during the transport process, and their impact on macroscopic averages. The results presented here are b ...
The entropy power inequality (EPI) yields lower bounds on the differential entropy of the sum of two independent real-valued random variables in terms of the individual entropies. Versions of the EPI for discrete random variables have been obtained for spe ...
Institute of Electrical and Electronics Engineers2014
We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial mom ...