Higher-order asymptotics provide accurate approximations for use in parametric statistical modelling. In this thesis, we investigate using higher-order approximations in two-specific settings, with a particular emphasis on the tangent exponential model....
We present TimeEvolver, a program for computing time evolution in a generic quantum system. It relies on well-known Krylov subspace techniques to tackle the problem of multiplying the exponential of a large sparse matrix iH, where His the Hamiltonian, with ...
The conditional mean is a fundamental and important quantity whose applications include the theories of estimation and rate-distortion. It is also notoriously difficult to work with. This paper establishes novel bounds on the differential entropy of the co ...
This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for performing low-rank up ...
Small-scale turbomachinery is increasingly used in carbon-free energy conversion systems, such as commercial or domestic scale heat pumps, fuels cells for transportation and waste heat recovery. The usage of aerodynamic bearings allows the design of compac ...
This thesis is devoted to the construction, analysis, and implementation of two types of hierarchical Markov Chain Monte Carlo (MCMC) methods for the solution of large-scale Bayesian Inverse Problems (BIP).The first hierarchical method we present is base ...
We consider a least-squares/relaxation finite element method for the numerical solution of the prescribed Jacobian equation. We look for its solution via a least-squares approach. We introduce a relaxation algorithm that decouples this least-squares proble ...
Because of their robustness, efficiency, and non intrusiveness, Monte Carlo methods are probably the most popular approach in uncertainty quantification for computing expected values of quantities of interest. Multilevel Monte Carlo (MLMC) methods signific ...
Trimming consists of cutting away parts of a geometric domain, without reconstructing a global parametrization (meshing). It is a widely used operation in computer-aided design, which generates meshes that are unfitted with the described physical object. T ...
In this thesis we propose and analyze algorithms for some numerical linear algebra tasks: finding low-rank approximations of matrices, computing matrix functions, and estimating the trace of matrices.In the first part, we consider algorithms for building ...
