Boris Rozovskii

Publication Activity (10 Years)

Years Active: 2000-2016
Publications (10 Years): 2

Top Topics

Image Compression

Finite Element Methods

Top Venues

SIAM J. Numer. Anal.

Numerische Mathematik

SIAM J. Sci. Comput.

Publications

Zhongqiang Zhang, Boris Rozovskii, George E. Karniadakis
Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise. Numerische Mathematik 134 (1) (2016)
Zhongqiang Zhang, Michael V. Tretyakov, Boris Rozovskii, George E. Karniadakis
Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise. SIAM J. Numer. Anal. 53 (1) (2015)
Zhongqiang Zhang, Michael V. Tretyakov, Boris Rozovskii, George E. Karniadakis
A Recursive Sparse Grid Collocation Method for Differential Equations with White Noise. SIAM J. Sci. Comput. 36 (4) (2014)
Zhongqiang Zhang, Boris Rozovskii, Michael V. Tretyakov, George E. Karniadakis
A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations. SIAM J. Sci. Comput. 34 (2) (2012)
Jun H. Park, Boris Rozovskii, Richard B. Sowers
Efficient nonlinear filtering of a singularly perturbed stochastic hybrid system. LMS J. Comput. Math. 14 (2011)
Thomas Y. Hou, Wuan Luo, Boris Rozovskii, Hao-Min Zhou
Wiener Chaos expansions and numerical solutions of randomly forced equations of fluid mechanics. J. Comput. Phys. 216 (2) (2006)
Alexander G. Tartakovsky, Boris Rozovskii, Rudolf B. Blazek, Hongjoong Kim
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods. IEEE Trans. Signal Process. 54 (9) (2006)
Stephan Bohacek, Boris Rozovskii
A diffusion model of roundtrip time. Comput. Stat. Data Anal. 45 (1) (2004)
Kazufumi Ito, Boris Rozovskii
Approximation of the Kushner Equation for Nonlinear Filtering. SIAM J. Control. Optim. 38 (3) (2000)
Jaksa Cvitanic, Robert Liptser, Boris Rozovskii
Tracking volatility (stock markets). CDC (2000)