Patrick E. Farrell
I am a Research Associate at the Oden Institute for Computational Engineering and Sciences at UT Austin . My research is in the field of computational stochastics, uncertainty quantification and computational and industrial mathematics, with a focus on multilevel (quasi-) Monte Carlo methods, PDEs with random coefficients, reduced- and mixed-precision numerical algorithms, and biomedical computing.
I am an extensive user of and occasional contributor to FEniCS , libsupermesh and Pragmatic . BLUEST: Python package for single- and multi-output multilevel best linear unbiased estimation: here . FEMLMC: FEniCS-based multilevel (quasi) Monte Carlo software for PDEs with random coefficients: here . Basic multilevel Monte Carlo routines in Python: here . C++ and Python low-precision emulator software: here .
Learn more → M. Croci, M. B. Giles, M. E. Rognes, and P. E. Farrell Efficient white noise sampling and coupling for multilevel Monte Carlo with non-nested meshes SIAM/ASA Journal on Uncertainty Quantification Article | Talk Learn more → P. E. Farrell, M. Croci, T. M. Surowiec Deflation for semismooth equations Optimization Methods and Software - Charles Broyden prize for best OMS paper in 2020 Article Learn more → M. Croci, J. Munoz-Matute Exploiting Kronecker structure in exponential integrators: Fast appr
Patrick E. Farrell