Roman Andreev

cv ; tree ; mr ; mfo ; ratemyprof ; bibtex

Catch the bus.

Catch the tones.

Publications

  1. Preconditioning the augmented Lagrangian method for instationary mean field games with diffusion, SIAM J Sci Comput, 39(6), 2017. (P) [J]

    See animation and MATLAB code.
  2. Long time integration of the heat equation, Calcolo, 53(1), 2016. (P) [J]
  3. Wavelet-in-time multigrid-in-space preconditioning of parabolic evolution equations, SIAM J Sci Comput, 38(1), 2016. (P) [J]
  4. Tikhonov and Landweber convergence rates: characterization by interpolation spaces, Inverse Problems, 31(10), 2015. (P) [J]
  5. with O. Scherzer and W. Zulehner:
    Simultaneous optical flow and source estimation: space-time discretization and preconditioning, Appl Numer Math, 96, 2015. (P) [J]
  6. 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]
  7. with C. Tobler:
    Multilevel preconditioning and low rank tensor iteration for space-time simultaneous discretizations of parabolic PDEs, Numer Lin Algebra Appl, 22(2), 2015. (P) [J]
  8. Space-time discretization of the heat equation, Numer Algorithms, 67(4), 2014. (P) [J]

    Code: netlib/numeralgo/na40 or ppfem/examples/heat1d.
  9. with A. Lang:
    Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds, Potential Analysis, 41(3), 2014. (P) [J]
  10. with J. Schweitzer:
    Conditional space-time stability of collocation Runge-Kutta for parabolic evolution equations, Electron Trans Numer Anal, 41, 2014. (J)
  11. 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]
  12. Sparse space-time discretization of parabolic evolution equations, IMA J Numer Anal, 33(1), 2013. (J)
  13. 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]
  14. with M. Bieri and Ch. Schwab:
    Sparse tensor discretization of elliptic sPDEs, SIAM J Sci Comput, 31(6), 2009. (P) [J]

Preprints

Thesis

Notes

  1. Reinforcement learning through imitation of successful peers. (G)
  2. Algorithm based fault tolerance with wavelets. (P)
    --> Applet.
  3. Learning stochastic eigenvalues. (P)
  4. Jumplets. (P)
  5. Quasi-optimality of approximate solutions in normed spaces. (P)
  6. On the norm of oblique projections. (J)

Supervised

Software

Translations

Last update: Nov 2018