Fabio Nobile
EPFL SB MATH CSQI
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EPFL AVP-PGE EDMA-GE
MA B2 424 (Bâtiment MA)
Station 8
1015 Lausanne
+41 21 693 54 11
+41 21 693 79 22
Office:
MA B2 444
EPFL
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VPA-AVP-PGE
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AVP-PGE-EDOC
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EDMA-GE
Web site: Web site: https://go.epfl.ch/phd-edma
EPFL AVP-PGE CDOCT
CE 1 631 (Centre Est)
Station 1
1015 Lausanne
Publications
Infoscience publications
Full list
* A Combination Technique for Optimal Control Problems Constrained by Random PDEs
SIAM/ASA Journal on Uncertainty Quantification. 2024. DOI : 10.1137/22M1532263.* Error estimates for SUPG-stabilised Dynamical Low Rank Approximations
2024.* Adaptive Finite Elements with Large Aspect Ratio. Application to Aluminium Electrolysis
Lausanne, EPFL, 2024. DOI : 10.5075/epfl-thesis-10482.* Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method
Journal of Computational Physics. 2023-12-15. DOI : 10.1016/j.jcp.2023.112523.* Parametric Reduced Order Model of a Gas Bearings Supported Rotor
2023-10-17. ASME TurboExpo 2023. ASME Turbomachinery Technical Conference and Exposition (Turbo Expo) on Collaborate, Innovate and Empower - Propulsion and Power for a Sustainable Future, Boston, , MA, US, June 26-30, 2023. DOI : 10.1115/GT2023-102519.* Dynamically Orthogonal Approximation for Stochastic Differential Equations
2023-08-23. DOI : 10.48550/arXiv.2308.11581.* A new method to interpolate POD reduced bases-Application to the parametric model order reduction of a gas bearings supported rotor
International Journal For Numerical Methods In Engineering. 2023-06-09. DOI : 10.1002/nme.7305.* Unbiased likelihood-based estimation of Wright-Fisher diffusion processes
2023-03-09. 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Linz, Austria, July 17-21, 2022. DOI : 10.48550/arXiv.2303.05390.* A multigrid method for PDE-constrained optimization with uncertain inputs
2023-02-27.* Parametric Reduced Order Model of a Gas Bearings Supported Rotor
Journal of Engineering for Gas Turbines and Power. 2023-10-17. DOI : 10.1115/1.4063424.* Closed form approximation methods for portfolio valuation and risk management
Lausanne, EPFL, 2023. DOI : 10.5075/epfl-thesis-10021.* Wind, Hail, and Climate Extremes: Modelling and Attribution Studies for Environmental Data
Lausanne, EPFL, 2023. DOI : 10.5075/epfl-thesis-11082.* Well-posedness Issues For the Half-Wave Maps Equation With Hyperbolic And Spherical Targets
Lausanne, EPFL, 2023. DOI : 10.5075/epfl-thesis-10344.* Density estimation in RKHS with application to Korobov spaces in high dimensions
Siam Journal On Numerical Analysis. 2023-01-01. DOI : 10.1137/22M147476X.* Numerical simulation of immiscible incompressible viscous, viscoelastic and elastic multiphase flows
Lausanne, EPFL, 2023. DOI : 10.5075/epfl-thesis-10027.* Analysis of a Class of Multilevel Markov Chain Monte Carlo Algorithms Based on Independent Metropolis–Hastings
SIAM/ASA Journal on Uncertainty Quantification. 2023. DOI : 10.1137/21M1420927.* Preconditioners for robust optimal control problems under uncertainty
Numerical Linear Algebra with Applications. 2023. DOI : 10.1002/nla.2472.* Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures
International Journal for Uncertainty Quantification. 2023. DOI : 10.1615/Int.J.UncertaintyQuantification.2023045259.* Computational electrophysiology of the coronary sinus branches based on electro-anatomical mapping for the prediction of the latest activated region
Medical & Biological Engineering & Computing. 2022-06-21. DOI : 10.1007/s11517-022-02610-3.* Stable high-order randomized cubature formulae in arbitrary dimension
Journal of Approximation Theory. 2022-03-01. DOI : 10.1016/j.jat.2022.105706.* A technique for non-intrusive greedy piecewise-rational model reduction of frequency response problems over wide frequency bands
Journal of Mathematics in Industry. 2022-01-03. DOI : 10.1186/s13362-021-00117-4.* Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
SIAM/ASA Journal on Uncertainty Quantification. 2022. DOI : 10.1137/21M1429047.* Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-10458.* Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-10031.* Adaptive analysis-aware defeaturing
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-9043.* Theory of Deep Learning: Neural Tangent Kernel and Beyond
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-9825.* Structure-preserving approaches and data-driven closure modeling for model order reduction
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-9527.* Fast deterministic and randomized algorithms for low-rank approximation, matrix functions, and trace estimation
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-9967.* Eigenvalue multiplicities of group elements in irreducible representations of simple linear algebraic groups
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-9764.* Dynamical low rank approximation for uncertainty quantification of time-dependent problems
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-9087.* HIERARCHICAL MARKOV CHAIN MONTE CARLO METHODS FOR BAYESIAN INVERSE PROBLEMS
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-8951.* Blow-up, partial regularity and turbulence in incompressible fluid dynamics
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-9815.* Localization errors of the stochastic heat equation
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-7742.* Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
Numerische Mathematik. 2022. DOI : 10.1007/s00211-021-01242-3.* Some first results on the consistency of spatial regression with partial differential equation regularization
Statistica Sinica. 2022. DOI : 10.5705/ss.202019.0346.* Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations
Numerische Mathematik. 2021-11-17. DOI : 10.1007/s00211-021-01241-4.* MATHICSE Technical Report : Preconditioners for robust optimal control problems under uncertainty
2021-10-15* MATHICSE Technical Report : A technique for non-intrusive greedy piecewise-rational model reduction of frequency response problems over wide frequency bands
2021-10-04* Non-intrusive double-greedy parametric model reduction by interpolation of frequency-domain rational surrogates
ESAIM: Mathematical Modelling and Numerical Analysis. 2021-09-17. DOI : 10.1051/m2an/2021040.* Generalized parallel tempering on Bayesian inverse problems
Statistics And Computing. 2021-09-01. DOI : 10.1007/s11222-021-10042-6.* MATHICSE Technical Report : Density estimation in RKHS with application to Korobov spaces in high dimensions
2021-08-28* Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters
ESAIM: Mathematical Modelling and Numerical Analysis. 2021-08-03. DOI : 10.1051/m2an/2021025.* Function Integration, Reconstruction And Approximation Using Rank-1 Lattices
Mathematics Of Computation. 2021-07-01. DOI : 10.1090/mcom/3595.* MATHICSE Technical Report : Uncertainty Quantification by MLMC and Local Time-stepping For Wave Propagation
2021-07-01* A hybrid collocation-perturbation approach for PDEs with random domains
Advances In Computational Mathematics. 2021-06-01. DOI : 10.1007/s10444-021-09859-6.* MATHICSE Technical Report : Analysis of a class of Multi-Level Markov Chain Monte Carlo algorithms based on Independent Metropolis-Hastings
2021-05-05* Photoluminescence emission induced by localized states in halide-passivated colloidal two-dimensional WS2 nanoflakes
Journal Of Materials Chemistry C. 2021-02-21. DOI : 10.1039/d0tc05285j.* A Posteriori Error Estimation for the Stochastic Collocation Finite Element Approximation of the Heat Equation with Random Coefficients
2021. Sparse Grids and Applications, Munich, 2018. DOI : 10.1007/978-3-030-81362-8_6.* Frequency-Domain Non-intrusive Greedy Model Order Reduction Based on Minimal Rational Approximation
2021-01-01. 13th International Conference on Scientific Computing in Electrical Engineering (SCEE), Eindhoven, NETHERLANDS, Feb 16-20, 2020. p. 159-167. DOI : 10.1007/978-3-030-84238-3_16.* Model order reduction based on functional rational approximants for parametric PDEs with meromorphic structure
Lausanne, EPFL, 2021. DOI : 10.5075/epfl-thesis-9271.* Ill-posedness of the quasilinear wave equation in the space 𝐻7/4(ln𝐻)−𝛽in ℝ2+1
Lausanne, EPFL, 2021. DOI : 10.5075/epfl-thesis-8378.* Multilevel ensemble Kalman filtering for spatio-temporal processes
Numerische Mathematik. 2021. DOI : 10.1007/s00211-020-01159-3.* Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval
Stochastics And Partial Differential Equations-Analysis And Computations. 2021. DOI : 10.1007/s40072-020-00177-4.* Wavelet-Fourier CORSING techniques for multidimensional advection-diffusion-reaction equations
IMA Journal of Numerical Analysis. 2021. DOI : 10.1093/imanum/draa036.* PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA
SIAM/ASA Journal on Uncertainty Quantification. 2021. DOI : 10.1137/18M1224076.* Integration of activation maps of epicardial veins in computational cardiac electrophysiology
Computers In Biology And Medicine. 2020-12-01. DOI : 10.1016/j.compbiomed.2020.104047.* MATHICSE Technical Report: Non-intrusive double-greedy parametric model reduction by interpolation of frequency-domain rational surrogates
2020-08-25* MATHICSE Technical Report : Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem
2020-05-15* MATHICSE Technical Report : Generalized Parallel Tempering on Bayesian Inverse Problems
2020-03-10* MATHICSE Technical Report : Frequency-domain non-intrusive greedy Model Order Reduction based on minimal rational approximation
2020-02-27* Frequency-domain non-intrusive greedy Model Order Reduction based on minimal rational approximation
13th International Conference on Scientific Computing in Electrical Engineering, Eindhoven, Netherlands, February 16-20, 2020.* MATHICSE Technical Report : A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters
2020-01-09* MATHICSE Technical Report : Sparse Polynomial Chaos expansions using Variational Relevance Vector Machines
2020-01-09* Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem
Computers & Mathematics with Applications. 2020. DOI : 10.1016/j.camwa.2020.10.014.* Numerical methods for structural anomaly detection using model order reduction and data-driven techniques
Lausanne, EPFL, 2020. DOI : 10.5075/epfl-thesis-7734.* MATHICSE Technical Report : Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
2020-07-13* On long time behavior of solutions to nonlinear dispersive equations
Lausanne, EPFL, 2020. DOI : 10.5075/epfl-thesis-10002.* MATHICSE Technical Report: Stability properties of a projector-splitting scheme for the dynamical low rank approximation of random parabolic equations
2020-07-02* Sparse Polynomial Chaos expansions using variational relevance vector machines
Journal of Computational Physics. 2020. DOI : 10.1016/j.jcp.2020.109498.* Quantifying uncertain system outputs via the multilevel Monte Carlo method — Part I: Central moment estimation
Journal of Computational Physics. 2020. DOI : 10.1016/j.jcp.2020.109466.* Symplectic dynamical low rank approximation of wave equations with random parameters
BIT Numerical Mathematics. 2020. DOI : 10.1007/s10543-020-00811-6.* MATHICSE Technical Report: Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval
2020-02-06* Multilevel weighted least squares polynomial approximation
ESAIM: Mathematical Modelling and Numerical Analysis. 2020. DOI : 10.1051/m2an/2019045.* Fast Least-Squares Padé approximation of problems with normal operators and meromorphic structure
Mathematics of Computation. 2020. DOI : 10.1090/mcom/3511.* Least-Squares Padé approximation of parametric and stochastic Helmholtz maps
Advances in Computational Mathematics. 2020. DOI : 10.1007/s10444-020-09749-3.* MATHICSE Technical Report : Function integration, reconstruction and approximation using rank-1 lattices
2019-12-18* MATHICSE Technical Report: A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients
2019-04-30* Automatic L2 Regularization for Multiple Generalized Additive Models
Lausanne, EPFL, 2019. DOI : 10.5075/epfl-thesis-9393.* Stochastic approximation methods for PDE constrained optimal control problems with uncertain parameters
Lausanne, EPFL, 2019. DOI : 10.5075/epfl-thesis-7233.* Continuation Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design
Journal of Aircraft. 2019. DOI : 10.2514/1.C035054.* Quantifying uncertainties in contact mechanics of rough surfaces using the multilevel Monte Carlo method
International Journal of Engineering Science. 2019. DOI : 10.1016/j.ijengsci.2019.02.003.* Modeling spatially dependent functional data via regression with differential regularization
Journal of Multivariate Analysis. 2019. DOI : 10.1016/j.jmva.2018.09.006.* MATHICSE Technical Report : A continuation-multilevel Monte Carlo evolutionary algorithm for robust aerodynamic shape design
2018-04-10* MATHICSE Technical Report : Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method
2018-04-10* MATHICSE Technical Report : Analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters
2018-03-09* MATHICSE Technical Report : Modelling spatially dependent functional data via regression with differential regularization
2018-01-17* Scaling and Resilience in Numerical Algorithms for Exascale Computing
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8926.* Geometric Model Order Reduction
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8923.* Numerical approximation of cardiac electro-fluid-mechanical models
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8731.* Microdevice-integrated immunoassays for Point-of-Care Therapeutic Drug Monitoring
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8226.* Multi space reduced basis preconditioners for parametrized partial differential equations
Lausanne, EPFL, 2018. DOI : 10.5075/epfl-thesis-8553.* Sparse approximation of multilinear problems with applications to kernel-based methods in UQ
Numerische Mathematik. 2018. DOI : 10.1007/s00211-017-0932-4.* A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method
SIAM Journal on Numerical Analysis. 2018. DOI : 10.1137/17M1155454.* Uncertainty Quantification of geochemical and mechanical compaction in layered sedimentary basins
Computer Methods in Applied Mechanics and Engineering. 2018. DOI : 10.1016/j.cma.2017.08.049.* Multilevel Monte Carlo Approximation of Functions
SIAM/ASA Journal on Uncertainty Quantification. 2018. DOI : 10.1137/17M1135566.* Dual Dynamically Orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions
Journal of Computational Physics. 2018. DOI : 10.1016/j.jcp.2017.09.061.* Convergence analysis of Padé approximations for Helmholtz frequency response problems
ESAIM: Mathematical Modelling and Numerical Analysis. 2018. DOI : 10.1051/m2an/2017050.* A theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems
Mathematics of Computation. 2018. DOI : 10.1090/mcom/3209.* MATHICSE Technical Report : A posteriori error estimation for the stochastic collocation finite element method
2017-11-03* MATHICSE Technical Report : Multilevel ensemble Kalman filtering for spatio-temporal processes
2017-10-20* MATHICSE Technical Report : Multilevel weighted least squares polynomial approximation
2017-09-11* MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters
2017-08-29* MATHICSE Technical Report : Quantifying uncertain system outputs via the multilevel Monte Carlo method – Part I: Central moment estimation
2017-06-11* MATHICSE Technical Report : Continuation Multi-Level Monte-Carlo method for Uncertainty Quantification in Turbulent Compressible Aerodynamics Problems modeled by RANS
2017-05-11* MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions
2017-04-10* MATHICSE Technical Report : Dual dynamically orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions
2017* Multi Level Monte Carlo Methods for Uncertainty Quantification and Robust Design Optimization in Aerodynamics
Lausanne, EPFL, 2017. DOI : 10.5075/epfl-thesis-8082.* On uncertainty quantification in hydrogeology and hydrogeophysics
Advances in Water Resources. 2017. DOI : 10.1016/j.advwatres.2017.10.014.* Effective models and numerical homogenization methods for long time wave propagation in heterogeneous media
Lausanne, EPFL, 2017. DOI : 10.5075/epfl-thesis-7881.* Dynamical Low Rank approximation of PDEs with random parameters
Lausanne, EPFL, 2017. DOI : 10.5075/epfl-thesis-7813.* A Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design
2017. 18th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, Denver, Colorado, USA, 5-9 June 2017. DOI : 10.2514/6.2017-3329.* A Continuation Multi Level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics
Computer Methods in Applied Mechanics and Engineering. 2017. DOI : 10.1016/j.cma.2017.07.030.* A posteriori error estimation for the steady Navier-Stokes equations in random domains
Computer Methods in Applied Mechanics and Engineering. 2017. DOI : 10.1016/j.cma.2016.10.008.* Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
Constructive Approximation. 2017. DOI : 10.1007/s00365-017-9364-8.* MATHICSE Technical Report : A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible aerodynamics
2016-07-27* MATHICSE Technical Report :Convergence analysis of Padé approximations for Helmholtz frequency response problems
2016-07-19* MATHICSE Technical Report : A posteriori error estimation for the steady Navier-Stokes equations in random domains
2016-04-18* Efficient approximation of the contact area between rough surfaces
Engineering Mechanics Institute International Conference, Metz, France, October 25-27, 2016.* A posteriori error estimation for partial differential equations with random input data
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-7260.* A Multi Level Monte Carlo Algorithm for the Treatment of Geometrical and Operational Uncertainties in Internal and External Aerodynamics
2016. AIAA Aviation - 46th AIAA Fluid Dynamics Conference, Washington, D.C, 13-17 June 2016. p. 4398. DOI : 10.2514/6.2016-4398.* Low-rank methods for parameter-dependent eigenvalue problems and matrix equations
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-7137.* Numerical methods for random and stochastic partial differential equations
Stochastics and Partial Differential Equations Analysis and Computations. 2016. DOI : 10.1007/s40072-016-0073-2.* Uncertainty quantification in unfolding elementary particle spectra at the Large Hadron Collider
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-7118.* An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient
Sparse Grids and Applications - Stuttgart 2014; Berlin: Springer, 2016. p. 191-220.* Riemannian Optimization for Solving High-Dimensional Problems with Low-Rank Tensor Structure
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-6958.* Numerical Approximation of Flows in Random Porous Media
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-6860.* Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
Foundations of Computational Mathematics. 2016. DOI : 10.1007/s10208-016-9327-7.* Multi-index Stochastic Collocation for random PDEs
Computer Methods in Applied Mechanics and Engineering. 2016. DOI : 10.1016/j.cma.2016.03.029.* A posteriori error estimations for elliptic partial differential equations with small uncertainties
Numerical Methods for Partial Differential Equations. 2016. DOI : 10.1002/num.21991.* Tensor train approximation of moment equations for elliptic equations with lognormal coefficient
Computer Methods in Applied Mechanics and Engineering. 2016. DOI : 10.1016/j.cma.2016.05.026.* Analytic regularity and collocation approximation for elliptic PDEs with Random domain deformations
Computers and Mathematics with Applications. 2016. DOI : 10.1016/j.camwa.2016.01.005.* Multi-index Monte Carlo: when sparsity meets sampling
Numerische Mathematik. 2016. DOI : 10.1007/s00211-015-0734-5.* Optimization of mesh hierarchies in multilevel Monte Carlo samplers
Stochastic Partial Differential Equations: Analysis and Computations. 2016. DOI : 10.1007/s40072-015-0049-7.* Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs
Numerische Mathematik. 2016. DOI : 10.1007/s00211-015-0773-y.* MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
2015-11-04* MATHICSE Technical Report : Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
2015-11-03* MATHICSE Technical Report : A theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems
2015-09-10* MATHICSE Technical Report : Multi-index stochastic collocation for random PDEs
2015-09-10* MATHICSE Technical Report : Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
2015-03-31* MATHICSE Technical Report : An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
2015-03-11* MATHICSE Technical Report : Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
2015-01-29* Analysis and Computation of Hyperbolic PDEs with Random Data
Encyclopedia of Applied and Computational Mathematics; 2015. p. 51-58.* Efficient Reduction Techniques for the Simulation and Optimization of Parametrized Systems
Lausanne, EPFL, 2015. DOI : 10.5075/epfl-thesis-6810.* Numerical homogenization methods for advection-diffusion and nonlinear monotone problems with multiple scales
Lausanne, EPFL, 2015. DOI : 10.5075/epfl-thesis-6769.* Numerical Mathematics and Advanced Applications - ENUMATH 2013
2015* Numerical Methods For Uncertainty Quantification
International Journal For Uncertainty Quantification. 2015. DOI : 10.1615/Int.J.UncertaintyQuantification.2015014190.* Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs
Siam Journal on Scientific Computing. 2015. DOI : 10.1137/140967787.* Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
Journal of Multivariate Analysis. 2015. DOI : 10.1016/j.jmva.2015.08.009.* Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
Journal of Complexity. 2015. DOI : 10.1016/j.jco.2015.02.001.* An effective algorithm for the generation of patient-specific Purkinje networks in computational electrocardiology
Journal Of Computational Physics. 2015. DOI : 10.1016/j.jcp.2014.11.043.* A Multi Level Monte Carlo Method with Control Variate for elliptic PDEs with log-normal coefficients
Stochastic Partial Differential Equations: Analysis and Computations. 2015. DOI : 10.1007/s40072-015-0055-9.* Adaptive polynomial approximation by means of random discrete least squares
2015. ENUMATH 2013, Lausanne, August 26-30, 2013. p. 547-554. DOI : 10.1007/978-3-319-10705-9_54.* Comparison of Clenshaw-Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs
2015. International Conference on Spectral and High-Order Methods 2014 (ICOSAHOM'14), Salt Lake City, June 23-27, 2014. p. 475-482. DOI : 10.1007/978-3-319-19800-2_44.* A continuation multilevel Monte Carlo algorithm
BIT Numerical Mathematics. 2015. DOI : 10.1007/s10543-014-0511-3.* Low-rank tensor approximation for high-order correlation functions of Gaussian random fields
SIAM/ASA Journal of Uncertainty Quantification. 2015. DOI : 10.1137/140968938.* Blood flow velocity field estimation via spatial regression with PDE penalization
Journal of the American Statistical Association. 2015. DOI : 10.1080/01621459.2014.946036.* Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs
ESAIM: Mathematical Modelling and Numerical Analysis. 2015. DOI : 10.1051/m2an/2014050.* Analysis and computation of the elastic wave equation with random coefficients
Computers and Mathematics with Applications. 2015. DOI : 10.1016/j.camwa.2015.09.013.* MATHICSE Technical Report : A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
2014-12-19* MATHICSE Technical Report : Discrete least squares polynomial approximation with random evaluations – application to parametric and stochastic elliptic PDES
2014-12-16* MATHICSE Technical Report : Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
2014-10-02* MATHICSE Technical Report : Tensor train approximation of moment equations for the log-normal Darcy problem
2014-09-30* MATHICSE Technical Report : Convergence of quasi-optimal sparse grid approximation of Hilbert-valued functions: application to random elliptic PDEs
2014-09-30* MATHICSE Technical Report : A posteriori error estimations for elliptic partial differential equations with small uncertainties
2014-07-21* MATHICSE Technical Report : Multi index Monte Carlo: when sparsity meets sampling
2014-06-17* MATHICSE Technical Report : Low-rank tensor approximation for high-order correlation functions of Gaussian random fields
2014-05-12* MATHICSE Technical Report : On the dynamically orthogonal approximation of time dependent random PDEs
2014-03-18* MATHICSE Technical Report : Optimization of mesh hierarchies in multilevel Monte Carlo samplers
2014-03-12* MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm
2014-02-01* Patient-specific generation of the Purkinje network driven by clinical measurements of a normal propagation
Medical & Biological Engineering & Computing. 2014. DOI : 10.1007/s11517-014-1183-5.* Computational generation of the Purkinje network driven by clinical measurements: The case of pathological propagations
International Journal for Numerical Methods in Biomedical Engineering. 2014. DOI : 10.1002/cnm.2689.* On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
Applied Mathematics. 2014. DOI : 10.4236/am.2014.516239.* Anisotropic Modeling of Cardiac Mechanical Activation
Lausanne, EPFL, 2014. DOI : 10.5075/epfl-thesis-6120.* Mixed Finite Elements for spatial regression with PDE penalization
SIAM/ASA Journal on Uncertainty Quantification. 2014. DOI : 10.1137/130925426.* Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations
Foundations of Computational Mathematics. 2014. DOI : 10.1007/s10208-013-9186-4.* Perturbation analysis for the Darcy problem with log-normal permeability
SIAM/ASA Journal on Uncertainty Quantification. 2014. DOI : 10.1137/130949415.* A quasi-optimal sparse grids procedure for groundwater flows
2014. International Conference on Spectral and High-Order Methods 2012 (ICOSAHOM'12), Gammarth, Tunisia, June 25-29, 2012. p. 1-16. DOI : 10.1007/978-3-319-01601-6_1.* Inexact accurate partitioned algorithms for fluid-structure interaction problems with finite elasticity in haemodynamics
Journal of Computational Physics. 2014. DOI : 10.1016/j.jcp.2014.05.020.* Moment equations for the mixed formulation of the Hodge Laplacian with stochastic loading term
IMA Journal of Numerical Analysis. 2014. DOI : 10.1093/imanum/drt041.* Convergence of quasi-optimal Stochastic Galerkin methods for a class of PDES with random coefficients
Computers and Mathematics with Applications. 2014. DOI : 10.1016/j.camwa.2013.03.004.* MATHICSE Technical Report : Analytic regularity and collocation approximation for PDEs with random domain deformations
2013-12-01* MATHICSE Technical Report : Perturbation analysis for the Darcy problem with log-normal permeability
2013-09-17* Time accurate partitioned algorithms for the solution of fluid-structure interaction problems in haemodynamics
Computers & Fluids. 2013. DOI : 10.1016/j.compfluid.2013.07.031.* A stochastic collocation method for the second order wave equation with a discontinuous random speed
Numerische Mathematik. 2013. DOI : 10.1007/s00211-012-0493-5.* Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces
SIAM Journal on Scientific Computing. 2013. DOI : 10.1137/120897109.* MATHICSE Technical Report : A quasi-optimal sparse grids procedure for groundwater flows
2012-11-01* MATHICSE Technical Report : Analysis and computation of the elastic wave equation with random coefficients
2012-08-23* MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data
2012-08-21* MATHICSE Technical Report : Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
2012-07-13* MATHICSE Technical Report : Sparse spectral approximations for computing polynomial functionals
2012-07-12* MATHICSE Technical Report : Time accurate partitioned\ algorithms for the solution of fluid-structure\ interaction problems in haemodynamics
2012-01-25* Partitioned Algorithms for Fluid-Structure Interaction Problems in Haemodynamics
Milan Journal Of Mathematics. 2012. DOI : 10.1007/s00032-012-0194-7.* Reduced Basis Methods for the Solution of Parametrized PDEs in Repetitive and Complex Networks with Application to CFD
Lausanne, EPFL, 2012. DOI : 10.5075/epfl-thesis-5529.* Sparse spectral approximations for computing polynomial functionals
2012* On the optimal polynomial approximation of stochastic PDEs by Galerkin and Collocation methods
Mathematical Models and Methods in Applied Sciences (M3AS). 2012. DOI : 10.1142/S0218202512500236.* An active strain electromechanical model for cardiac tissue
International Journal for Numerical Methods in Biomedical Engineering. 2012. DOI : 10.1002/cnm.1468.* MATHICSE Technical Report : Analysis of the discrete $L^2$ projection on polynomial spaces with random evaluations
2011-12-06* MATHICSE Technical Report : A stochastic collocation method for the second order wave equation with a discontiuous random speed
2011-11-07* Mathematical modelling for the evolution of aeolian dunes formed by a mixture of sands: entrainment-deposition formulation
Communications in Applied and Industrial Mathematics. 2011. DOI : 10.1685/journal.caim.377.* Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients
ESAIM Proceedings. 2011. DOI : 10.1051/proc/201133002.Teaching & PhD
Teaching
Mathematics
PhD Students
Raviola Matteo, Saporiti Riccardo, Trigo Trindade Thomas Simon Spencer, Zoccolan Fabio,Past EPFL PhD Students
Ganesh Sundar Subramaniam , Guignard Diane Sylvie , Madrigal Cianci Juan Pablo , Martin Matthieu Claude , Musharbash Eleonora , Pisaroni Michele , Pradovera Davide , Tesei Francesco , Vidlicková Eva , Zanoni Andrea ,Courses
Advanced analysis II - vector analysis
The course studies fundamental concepts of analysis and the calculus of functions of several variables.
Stochastic simulation
- Random variable generation
- Simulation of random processes
- Simulation of Gaussian random fields.
- Monte Carlo method; output analysis
- Variance reduction techniques (antithetic variables, control variables, importance sampling, stratification)
- Quasi Monte Carlo methods
- Markov Chain Monte Carlo methods (Metropolis-Hasting, Gibbs sampler)
Numerical integration of stochastic differential equations
In this course we will introduce and study numerical integrators for stochastic differential equations. These numerical methods are important for many applications.