A Stochastic Reduced-Order Model for Statistical Microstructure Descriptors Evolution

A Stochastic Optimization Model for Groundwater Management

A Stochastic Model for Water Resources Management

Irrigation water management is crucial for agricultural production and livelihood security in many regions and countries throughout the world. Over the past decades, controversial and conflictladen water-allocation issues among competing municipal, industrial and agricultural interests have raised increasing concerns. Particularly, growing population, varying natural conditions and shrinking wa...

A Stochastic Optimization Model for Groundwater Management

A Reduced Order Model for Epitaxial Growth

We formulate a reduced order model for multi-layer, epitaxial growth of a thin film. The model describes layer-by-layer growth using three bulk (i.e. scalar) quantities per layer: average coverage ψ, average island number density n and average adatom density ρ for each layer. The model relies on simplifying assumptions on the geometry of the islands, as well as several approximations for the ph...

A Stochastic Model for Order Book Dynamics

We propose a stochastic model for the continuous-time dynamics of a limit order book. The model strikes a balance between two desirable features: it captures key empirical properties of order book dynamics and its analytical tractability allows for fast computation of various quantities of interest without resorting to simulation. We describe a simple parameter estimation procedure based on hig...