In view of the paradigm shift that makes science ever more data-driven, in this thesis we propose a synthesis method for encoding and managing large-scale deterministic scientific hypotheses as uncertain and probabilistic data. In the form of mathematical equations, hypotheses symmetrically relate aspects of the studied phenomena. For computing predictions, however, deterministic hypotheses can be abstracted as functions. We build upon Simon's notion of structural equations in order to efficiently extract the (so-called) causal ordering between variables, implicit in a hypothesis structure (set of mathematical equations). We show how to process the hypothesis predictive structure effectively through original algorithms for encoding it into a set of functional dependencies (fd's) and then performing causal reasoning in terms of acyclic pseudo-transitive reasoning over fd's. Such reasoning reveals important causal dependencies implicit in the hypothesis predictive data and guide our synthesis of a probabilistic database. Like in the field of graphical models in AI, such a probabilistic database should be normalized so that the uncertainty arisen from competing hypotheses is decomposed into factors and propagated properly onto predictive data by recovering its joint probability distribution through a lossless join. That is motivated as a design-theoretic principle for data-driven hypothesis management and predictive analytics. The method is applicable to both quantitative and qualitative deterministic hypotheses and demonstrated in realistic use cases from computational science.

In this paper, two types of linear estimators are considered for three related estimation problems involving set-theoretic uncertainty pertaining to $\mathcal{H}_{2}$ and $\mathcal{H}_{\infty}$ balls of frequency-responses. The problems at stake correspond to robust $\mathcal{H}_{2}$ and $\mathcal{H}_{\infty}$ in the face of non-parametric "channel-model" uncertainty and to a nominal $\mathcal{H}_{\infty}$ estimation problem. The estimators considered here are defined by minimizing the worst-case squared estimation error over the "uncertainty set" and by minimizing an average cost under the constraint that the worst-case error of any admissible estimator does not exceed a prescribed value. The main point is to explore the derivation of estimators which may be viewed as less conservative alternatives to minimax estimators, or in other words, that allow for trade-offs between worst-case performance and better performance over "large" subsets of the uncertainty set. The "average costs" over $\mathcal{H}_{2}-$signal balls are obtained as limits of averages over sets of finite impulse responses, as their length grows unbounded. The estimator design problems for the two types of estimators and the three problems addressed here are recast as semi-definite programming problems (SDPs, for short). These SDPs are solved in the case of simple examples to illustrate the potential of the "average cost/worst-case constraint" estimators to mitigate the inherent conservatism of the minimax estimators.

A coinless, discrete-time quantum walk possesses a Hilbert space whose dimension is smaller compared to the widely-studied coined walk. Coined walks require the direct product of the site basis with the coin space, coinless walks operate purely in the site basis, which is clearly minimal. These coinless quantum walks have received considerable attention recently because they have evolution operators that can be obtained by a graphical method based on lattice tessellations and they have been shown to be as efficient as the best known coined walks when used as a quantum search algorithm. We argue that both formulations in their most general form are equivalent. In particular, we demonstrate how to transform the one-dimensional version of the coinless quantum walk into an equivalent extended coined version for a specific family of evolution operators. We present some of its basic, asymptotic features for the one-dimensional lattice with some examples of tessellations, and analyze the mixing time and limiting probability distributions on cycles.

In this work, we introduce a Monte Carlo method for the dynamic hedging of general European-type contingent claims in a multidimensional Brownian arbitrage-free market. Based on bounded variation martingale approximations for Galtchouk-Kunita-Watanabe decompositions, we propose a feasible and constructive methodology which allows us to compute pure hedging strategies w.r.t arbitrary square-integrable claims in incomplete markets. In particular, the methodology can be applied to quadratic hedging-type strategies for fully path-dependent options with stochastic volatility and discontinuous payoffs. We illustrate the method with numerical examples based on generalized Follmer-Schweizer decompositions, locally-risk minimizing and mean-variance hedging strategies for vanilla and path-dependent options written on local volatility and stochastic volatility models.

The acid treatment of carbonate reservoirs is a widely employed technique for enhancing the productivity of oil and gas reservoirs. In this paper, we present a novel combined hybridized mixed discontinuous Galerkin (HMDG) finite element method to simulate the dissolution process near the wellbore, commonly referred to as the wormhole phenomenon. The primary contribution of this work lies in the application of hybridization techniques to both the pressure and concentration equations. Additionally, an upwind scheme is utilized to address convection-dominant scenarios, and a ``cut-off" operator is introduced to maintain the boundedness of porosity. Compared to traditional discontinuous Galerkin methods, the proposed approach results in a global system with fewer unknowns and sparser stencils, thereby significantly reducing computational costs. We analyze the existence and uniqueness of the new combined method and derive optimal error estimates using the developed technique. Numerical examples are provided to validate the theoretical analysis.