The Chemical Master Equation (CME) is a cornerstone of stochastic analysis and simulation of models of biochemical reaction networks. Yet direct solutions of the CME have remained elusive. Although several approaches overcome the infinite dimensional nature of the CME through projections or other means, a common feature of proposed approaches is their susceptibility to the curse of dimensionality, i.e. the exponential growth in memory and ...

We consider random scalar hyperbolic conservation laws (RSCLs) in spatial dimension $d\ge 1$ with bounded random flux functions which are $\mathbb{P}$-a.s. Lipschitz continuous with respect to the state variable, for which there exists a unique random entropy solution (i.e., a measurable mapping from the probability space into $C(0,T;L^1(\mathbb{R}^d))$ with finite second moments). We present a convergence analysis of a Multi-Level ...

We propose a novel family of frame discretizations for linear, high-dimensional parametric transport operators. Our approach is based on a least squares formulation in the phase space associated with the transport equation and by subsequent Galerkin discretization with a novel, sparse tensor product frame construction in the possibly high-dimensional phase space. The proposed twisted tensor product frame construction exploits invariance ...

The numerical approximation of parametric partial differential equations is a computational challenge, in particular when the number of involved parameter is large. This paper considers a model class of second order, linear, parametric, elliptic PDEs on a bounded domain D with diffusion coefficients depending on the parameters in an affine manner. For such models, it was shown in [11, 12] that under very weak assumptions on the diffusion ...

We consider stabilized mixed hp-discontinuous Galerkin methods for the discretization of the Stokes problem in three-dimensional polyhedral domains. The methods are stabilized with a term penalizing the pressure jumps. For this approach it is shown that IQk-IQk and IQk-IQk-1 elements satisfy a generalized inf-sup condition on geometric edge and boundary layer meshes that are refined anisotropically and non quasi-uniformly towards faces, ...