Roman Andreev < roman.andreev@upmc.fr >
(postdoc at the
UP7D/LJLL)
cv
;
tree
;
mr
;
mfo
;
ratemyprof
;
bibtex
Catch the bus.
Catch the tones.
Preprints

Preconditioning the augmented Lagrangian method for instationary mean field games with diffusion,
HAL report, 2016.
(P)
See animation and MATLAB code.

With K. Kirchner:
Numerical methods for the 2nd moment of SODEs,
arXiv, 2016.
(P)
Code: see ppfem/examples/sode2nd.
Publications

Long time integration of the heat equation,
Calcolo, 53(1), 2016.
(P)
[J]

Waveletintime multigridinspace preconditioning of parabolic evolution equations,
SIAM J Sci Comput, 38(1), 2016.
(P)
[J]

Tikhonov and Landweber convergence rates: characterization by interpolation spaces,
Inverse Problems, 31(10), 2015.
(P)
[J]

with O. Scherzer and W. Zulehner:
Simultaneous optical flow and source estimation: spacetime discretization and preconditioning,
Appl Numer Math,
96,
2015.
(P)
[J]

with P. Elbau, M.V. de Hoop, L. Qiu and O. Scherzer:
Generalized convergence rates results for linear inverse problems in Hilbert spaces,
Numer Func Anal Opt,
36(5),
2015.
(P)
[J]

with C. Tobler:
Multilevel preconditioning and low rank tensor iteration for spacetime simultaneous discretizations of parabolic PDEs,
Numer Lin Algebra Appl,
22(2),
2015.
(P)
[J]

Spacetime discretization of the heat equation,
Numer Algorithms,
67(4),
2014.
(P)
[J]
Code: netlib/numeralgo/na40 or ppfem/examples/heat1d.

with A. Lang:
KolmogorovChentsov theorem and differentiability of random fields on manifolds,
Potential Analysis,
41(3),
2014.
(P)
[J]

with J. Schweitzer:
Conditional spacetime stability of collocation RungeKutta for parabolic evolution equations,
Electron Trans Numer Anal,
41,
2014.
(J)

with C.J. Gittelson and Ch. Schwab:
Optimality of adaptive Galerkin methods for random parabolic partial differential equations,
J Comput Appl Math,
263,
2014.
(P)
[J]

Sparse spacetime discretization of parabolic evolution equations,
IMA J Numer Anal,
33(1),
2013.
(J)

with Ch. Schwab:
Sparse tensor approximation of parametric eigenvalue problems,
in Numerical Analysis of Multiscale Problems,
Lecture Notes in CSE,
83,
Springer, 2012.
(P)
[J]

with M. Bieri and Ch. Schwab:
Sparse tensor discretization of elliptic sPDEs,
SIAM J Sci Comput,
31(6),
2009.
(P)
[J]
Thesis

Stability of spacetime PetrovGalerkin discretizations for parabolic evolution equations,
Diss Nr 20842,
ETH Zürich, 2012.
(P)
Main results in the Oberwolfach Rep, 10(3), MFO, 2013.
[J]
Notes

Reinforcement learning through imitation of successful peers.
(G)

Algorithm based fault tolerance with wavelets.
(P)
> Applet.

Learning stochastic eigenvalues.
(P)

Jumplets.
(P)

Quasioptimality of approximate solutions in normed spaces.
(P)

On the norm of oblique projections.
(J)
Software

ppfem

MATLAB routines for
the FEM with
piecewise polynomial splines
on product meshes.
Translations

F.G. Frobenius,
Verallgemeinerung des Sylow'schen Satzes,
Sitzungsberichte K. Preuss. Akad. Wiss. Berlin,
1895 (II).
(P)
Last update: Jan 2017