Alexey Chernov

Orcid: 0000-0002-5527-803X

According to our database1, Alexey Chernov authored at least 32 papers between 2010 and 2025.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

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Bibliography

2025
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., 2025

2024
Bayesian Parameter Identification in Impedance Boundary Conditions for Helmholtz Problems.
SIAM J. Sci. Comput., 2024

Analytic and Gevrey Class Regularity for Parametric Elliptic Eigenvalue Problems and Applications.
SIAM J. Numer. Anal., 2024

Analytic and Gevrey class regularity for parametric semilinear reaction-diffusion problems and applications in uncertainty quantification.
Comput. Math. Appl., 2024

Prototype for the Model-Based Assets and Liabilities Management Support System.
Proceedings of the 10th International Conference on Control, 2024

2023
A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity.
SIAM/ASA J. Uncertain. Quantification, September, 2023

Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems.
CoRR, 2023

Using a one-dimensional finite-element approximation of Webster's horn equation to estimate individual ear canal acoustic transfer from input impedances.
CoRR, 2023

Convergence Rate of Gradient-Concordant Methods for Smooth Unconstrained Optimization.
Proceedings of the Optimization and Applications - 14th International Conference, 2023

Application of Optimization Methods in Solving the Problem of Optimal Control of Assets and Liabilities by a Bank.
Proceedings of the Optimization and Applications - 14th International Conference, 2023

2022
Numerical Analysis of the Model of Optimal Savings and Borrowing.
Proceedings of the Optimization and Applications - 13th International Conference, 2022

2021
Multilevel ensemble Kalman filtering for spatio-temporal processes.
Numerische Mathematik, 2021

Correction to: Certified Efficient Global Roundness Evaluation.
J. Optim. Theory Appl., 2021

p- and hp- virtual elements for the Stokes problem.
Adv. Comput. Math., 2021

2020
Certified Efficient Global Roundness Evaluation.
J. Optim. Theory Appl., 2020

2019
Sparse grid approximation spaces for space-time boundary integral formulations of the heat equation.
Comput. Math. Appl., 2019

2018
Exponential convergence of the <i>hp</i> virtual element method in presence of corner singularities.
Numerische Mathematik, 2018

2016
Approximation of probability density functions by the Multilevel Monte Carlo Maximum Entropy method.
J. Comput. Phys., 2016

New explicit-in-dimension estimates for the cardinality of high-dimensional hyperbolic crosses and approximation of functions having mixed smoothness.
J. Complex., 2016

An Investigation on Online Versus Batch Learning in Predicting User Behaviour.
Proceedings of the Research and Development in Intelligent Systems XXXIII, 2016

Fast Primal-Dual Gradient Method for Strongly Convex Minimization Problems with Linear Constraints.
Proceedings of the Discrete Optimization and Operations Research, 2016

2015
Convergence analysis of multilevel Monte Carlo variance estimators and application for random obstacle problems.
Numerische Mathematik, 2015

Quadrature algorithms for high dimensional singular integrands on simplices.
Numer. Algorithms, 2015

A shape calculus based method for a transmission problem with a random interface.
Comput. Math. Appl., 2015

Sparse tensor product spectral Galerkin BEM for elliptic problems with random input data on a spheroid.
Adv. Comput. Math., 2015

2014
High-order finite element approximation for partial differential equations.
Comput. Math. Appl., 2014

2013
A Unified Analysis of Transmission Conditions for Thin Conducting Sheets in the Time-Harmonic Eddy Current Model.
SIAM J. Appl. Math., 2013

First order k-th moment finite element analysis of nonlinear operator equations with stochastic data.
Math. Comput., 2013

Numerical quadrature for high-dimensional singular integrals over parallelotopes.
Comput. Math. Appl., 2013

2012
Exponential Convergence of Gauss-Jacobi Quadratures for Singular Integrals over Simplices in Arbitrary Dimension.
SIAM J. Numer. Anal., 2012

Optimal convergence estimates for the trace of the polynomial L<sup>2</sup>-projection operator on a simplex.
Math. Comput., 2012

2010
On Theorem 2.3 in "Prediction, Learning, and Games" by Cesa-Bianchi and Lugosi
CoRR, 2010


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