Alexey Chernov

Publication Activity (10 Years)

Years Active: 2010-2025
Publications (10 Years): 27

Top Topics

High Dimensional

Unconstrained Optimization

Parameter Identification

Top Venues

Comput. Math. Appl.

Numerische Mathematik

Publications

Aleksandra A. Zhukova, Anna Flerova, Alexey Chernov, Georgy Milyuchikhin
Approaches to numerical analysis of optimal control with linear phase constraints on the example of the assets and liabilities management by a bank. J. Comput. Appl. Math. 453 (2025)
Alexey Chernov, Tùng Lê
Analytic and Gevrey Class Regularity for Parametric Elliptic Eigenvalue Problems and Applications. SIAM J. Numer. Anal. 62 (4) (2024)
Nick Wulbusch, Reinhild Roden, Matthias Blau, Alexey Chernov
Bayesian Parameter Identification in Impedance Boundary Conditions for Helmholtz Problems. SIAM J. Sci. Comput. 46 (4) (2024)
Alexey Chernov, Tung Le
Analytic and Gevrey class regularity for parametric semilinear reaction-diffusion problems and applications in uncertainty quantification. Comput. Math. Appl. 164 (2024)
Alexey Chernov, Erik Marc Schetzke
A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity. SIAM/ASA J. Uncertain. Quantification 11 (3) (2023)
Alexey Chernov, Anna Flerova, Aleksandra Zhukova
Application of Optimization Methods in Solving the Problem of Optimal Control of Assets and Liabilities by a Bank. OPTIMA (2023)
Alexey Chernov, Tung Le
Analytic and Gevrey class regularity for parametric semilinear reaction-diffusion problems and applications in uncertainty quantification. CoRR (2023)
Nick Wulbusch, Reinhild Roden, Matthias Blau, Alexey Chernov
Bayesian parameter identification in impedance boundary conditions for Helmholtz problems. CoRR (2023)
Nick Wulbusch, Reinhild Roden, Alexey Chernov, Matthias Blau
Using a one-dimensional finite-element approximation of Webster's horn equation to estimate individual ear canal acoustic transfer from input impedances. CoRR (2023)
Alexey Chernov, Anna Lisachenko
Convergence Rate of Gradient-Concordant Methods for Smooth Unconstrained Optimization. OPTIMA (2023)
Alexey Chernov, Tung Le
Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems. CoRR (2023)
Alexey Chernov, Aleksandra Zhukova
Numerical Analysis of the Model of Optimal Savings and Borrowing. OPTIMA (2022)
Alexey Chernov, Håkon Hoel, Kody J. H. Law, Fabio Nobile, Raúl Tempone
Multilevel ensemble Kalman filtering for spatio-temporal processes. Numerische Mathematik 147 (1) (2021)
Alexey Chernov, Carlo Marcati, Lorenzo Mascotto
p- and hp- virtual elements for the Stokes problem. Adv. Comput. Math. 47 (2) (2021)
Frank Schöpfer, Alexey Chernov
Correction to: Certified Efficient Global Roundness Evaluation. J. Optim. Theory Appl. 190 (2) (2021)
Alexey Chernov, Carlo Marcati, Lorenzo Mascotto
p- and hp- virtual elements for the Stokes problem. CoRR (2020)
Frank Schöpfer, Alexey Chernov
Certified Efficient Global Roundness Evaluation. J. Optim. Theory Appl. 186 (1) (2020)
Alexey Chernov, Anne Reinarz
Sparse grid approximation spaces for space-time boundary integral formulations of the heat equation. Comput. Math. Appl. 78 (11) (2019)
Lourenço Beirão da Veiga, Alexey Chernov, Lorenzo Mascotto, Alessandro Russo
virtual element method in presence of corner singularities. Numerische Mathematik 138 (3) (2018)
Nikolay Burlutskiy, Miltos Petridis, Andrew Fish, Alexey Chernov, Nour Ali
An Investigation on Online Versus Batch Learning in Predicting User Behaviour. SGAI Conf. (2016)
Alexey Chernov, Dinh Dung
New explicit-in-dimension estimates for the cardinality of high-dimensional hyperbolic crosses and approximation of functions having mixed smoothness. J. Complex. 32 (1) (2016)
Alexey Chernov, Pavel E. Dvurechensky, Alexander V. Gasnikov
Fast Primal-Dual Gradient Method for Strongly Convex Minimization Problems with Linear Constraints. DOOR (2016)
Claudio Bierig, Alexey Chernov
Approximation of probability density functions by the Multilevel Monte Carlo Maximum Entropy method. J. Comput. Phys. 314 (2016)
Alexey Chernov, Tobias von Petersdorff, Christoph Schwab
Quadrature algorithms for high dimensional singular integrands on simplices. Numer. Algorithms 70 (4) (2015)
Alexey Chernov, Duong Pham
Sparse tensor product spectral Galerkin BEM for elliptic problems with random input data on a spheroid. Adv. Comput. Math. 41 (1) (2015)
Alexey Chernov, Duong Pham, Thanh Tran
A shape calculus based method for a transmission problem with a random interface. Comput. Math. Appl. 70 (7) (2015)
Claudio Bierig, Alexey Chernov
Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems. Numerische Mathematik 130 (4) (2015)
Alexey Chernov, Christoph Schwab
High-order finite element approximation for partial differential equations. Comput. Math. Appl. 67 (4) (2014)
Kersten Schmidt, Alexey Chernov
A Unified Analysis of Transmission Conditions for Thin Conducting Sheets in the Time-Harmonic Eddy Current Model. SIAM J. Appl. Math. 73 (6) (2013)
Alexey Chernov, Anne Reinarz
Numerical quadrature for high-dimensional singular integrals over parallelotopes. Comput. Math. Appl. 66 (7) (2013)
Alexey Chernov, Christoph Schwab
First order k-th moment finite element analysis of nonlinear operator equations with stochastic data. Math. Comput. 82 (284) (2013)
Alexey Chernov
-projection operator on a simplex. Math. Comput. 81 (278) (2012)
Alexey Chernov, Christoph Schwab
Exponential Convergence of Gauss-Jacobi Quadratures for Singular Integrals over Simplices in Arbitrary Dimension. SIAM J. Numer. Anal. 50 (3) (2012)
Alexey Chernov
On Theorem 2.3 in "Prediction, Learning, and Games" by Cesa-Bianchi and Lugosi CoRR (2010)