Fabio Nobile
EPFL SB MATH CSQI
MA B2 444 (Bâtiment MA)
Station 8
1015 Lausanne
+41 21 693 54 11
+41 21 693 42 44
Office:
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Publications
Infoscience publications
Full list
* Error estimates for SUPG-stabilised Dynamical Low Rank Approximations
2025. European Conference on Numerical Mathematics and Advanced Applications, Lisbon, Portugal, 2023-09-04 - 2023-09-08. p. 438 - 447. DOI : 10.1007/978-3-031-86169-7_45.* Probabilistic Load Forecasting of distribution power systems based on empirical copulas
Sustainable Energy, Grids and Networks. 2025. DOI : https://doi.org/10.1016/j.segan.2025.101708.* Robust high-order low-rank BUG integrators based on explicit Runge-Kutta methods
2025* Personalized computational electro-mechanics simulations to optimize cardiac resynchronization therapy
Biomechanics and modeling in mechanobiology. 2024. DOI : 10.1007/s10237-024-01878-8.* A multigrid method for PDE-constrained optimization with uncertain inputs
Journal of Scientific Computing. 2024. DOI : 10.1007/s10915-024-02646-7.* Dynamical Low-Rank Approximation for Stochastic Differential Equations
Mathematics of Computation. 2024. DOI : 10.1090/mcom/3999.* Unbiased Likelihood Estimation of Wright–Fisher Diffusion Processes
2024. 15th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Linz, Austria, 2022-07-17 - 2022-07-21. p. 259 - 275. DOI : 10.1007/978-3-031-59762-6_12.* Multilevel quadrature formulae for the optimal control of random PDEs
2024* Petrov-Galerkin Dynamical Low Rank Approximation: SUPG stabilisation of advection-dominated problems
Computer Methods in Applied Mechanics and Engineering. 2024. DOI : 10.1016/j.cma.2024.117495.* A Combination Technique for Optimal Control Problems Constrained by Random PDEs
SIAM/ASA Journal on Uncertainty Quantification. 2024. DOI : 10.1137/22M1532263.* Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method
Journal of Computational Physics. 2023. DOI : 10.1016/j.jcp.2023.112523.* Parametric Reduced Order Model of a Gas Bearings Supported Rotor
2023. 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.* Parametric Reduced Order Model of a Gas Bearings Supported Rotor
Journal of Engineering for Gas Turbines and Power. 2023. DOI : 10.1115/1.4063424.* 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. DOI : 10.1002/nme.7305.* Density estimation in RKHS with application to Korobov spaces in high dimensions
Siam Journal On Numerical Analysis. 2023. DOI : 10.1137/22M147476X.* 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. DOI : 10.1007/s11517-022-02610-3.* Stable high-order randomized cubature formulae in arbitrary dimension
Journal of Approximation Theory. 2022. 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. DOI : 10.1186/s13362-021-00117-4.* HIERARCHICAL MARKOV CHAIN MONTE CARLO METHODS FOR BAYESIAN INVERSE PROBLEMS
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-8951.* Uncertainty Quantification by Multilevel Monte Carlo and Local Time-Stepping for Wave Propagation
SIAM/ASA Journal on Uncertainty Quantification. 2022. DOI : 10.1137/21M1429047.* Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
Numerische Mathematik. 2022. DOI : 10.1007/s00211-021-01242-3.* Filtered data and eigenfunction estimators for statistical inference of multiscale and interacting diffusion processes
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-10458.* Some first results on the consistency of spatial regression with partial differential equation regularization
Statistica Sinica. 2022. DOI : 10.5705/ss.202019.0346.* Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-10031.* Dynamical low rank approximation for uncertainty quantification of time-dependent problems
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-9087.* Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations
Numerische Mathematik. 2021. DOI : 10.1007/s00211-021-01241-4.* MATHICSE Technical Report : Preconditioners for robust optimal control problems under uncertainty
2021* MATHICSE Technical Report : A technique for non-intrusive greedy piecewise-rational model reduction of frequency response problems over wide frequency bands
2021* Non-intrusive double-greedy parametric model reduction by interpolation of frequency-domain rational surrogates
ESAIM: Mathematical Modelling and Numerical Analysis. 2021. DOI : 10.1051/m2an/2021040.* Generalized parallel tempering on Bayesian inverse problems
Statistics And Computing. 2021. DOI : 10.1007/s11222-021-10042-6.* MATHICSE Technical Report : Density estimation in RKHS with application to Korobov spaces in high dimensions
2021* Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters
ESAIM: Mathematical Modelling and Numerical Analysis. 2021. DOI : 10.1051/m2an/2021025.* Function Integration, Reconstruction And Approximation Using Rank-1 Lattices
Mathematics Of Computation. 2021. DOI : 10.1090/mcom/3595.* MATHICSE Technical Report : Uncertainty Quantification by MLMC and Local Time-stepping For Wave Propagation
2021* A hybrid collocation-perturbation approach for PDEs with random domains
Advances In Computational Mathematics. 2021. 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* Frequency-Domain Non-intrusive Greedy Model Order Reduction Based on Minimal Rational Approximation
2021. 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.* PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA
SIAM/ASA Journal on Uncertainty Quantification. 2021. DOI : 10.1137/18M1224076.* Model order reduction based on functional rational approximants for parametric PDEs with meromorphic structure
Lausanne, EPFL, 2021. DOI : 10.5075/epfl-thesis-9271.* 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.* Multilevel ensemble Kalman filtering for spatio-temporal processes
Numerische Mathematik. 2021. DOI : 10.1007/s00211-020-01159-3.* Wavelet-Fourier CORSING techniques for multidimensional advection-diffusion-reaction equations
IMA Journal of Numerical Analysis. 2021. DOI : 10.1093/imanum/draa036.* 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.* Integration of activation maps of epicardial veins in computational cardiac electrophysiology
Computers In Biology And Medicine. 2020. 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* MATHICSE Technical Report : Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification
2020* MATHICSE Technical Report: Stability properties of a projector-splitting scheme for the dynamical low rank approximation of random parabolic equations
2020* MATHICSE Technical Report : Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem
2020* MATHICSE Technical Report : Generalized Parallel Tempering on Bayesian Inverse Problems
2020* MATHICSE Technical Report : Frequency-domain non-intrusive greedy Model Order Reduction based on minimal rational approximation
2020* 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: Existence of dynamical low rank approximations for random semi-linear evolutionary equations on the maximal interval
2020* MATHICSE Technical Report : Sparse Polynomial Chaos expansions using Variational Relevance Vector Machines
2020* MATHICSE Technical Report : A Multilevel Stochastic Gradient method for PDE-constrained Optimal Control Problems with uncertain parameters
2020* Symplectic dynamical low rank approximation of wave equations with random parameters
BIT Numerical Mathematics. 2020. DOI : 10.1007/s10543-020-00811-6.* 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.* Sparse Polynomial Chaos expansions using variational relevance vector machines
Journal of Computational Physics. 2020. DOI : 10.1016/j.jcp.2020.109498.* Least-Squares Padé approximation of parametric and stochastic Helmholtz maps
Advances in Computational Mathematics. 2020. DOI : 10.1007/s10444-020-09749-3.* Fast Least-Squares Padé approximation of problems with normal operators and meromorphic structure
Mathematics of Computation. 2020. DOI : 10.1090/mcom/3511.* 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.* Multilevel weighted least squares polynomial approximation
ESAIM: Mathematical Modelling and Numerical Analysis. 2020. DOI : 10.1051/m2an/2019045.* MATHICSE Technical Report : Function integration, reconstruction and approximation using rank-1 lattices
2019* MATHICSE Technical Report: A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients
2019* 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* MATHICSE Technical Report : Quantifying uncertainties in contact mechanics of rough surfaces using the Multilevel Monte Carlo method
2018* MATHICSE Technical Report : Analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters
2018* MATHICSE Technical Report : Modelling spatially dependent functional data via regression with differential regularization
2018* Convergence analysis of Padé approximations for Helmholtz frequency response problems
ESAIM: Mathematical Modelling and Numerical Analysis. 2018. DOI : 10.1051/m2an/2017050.* 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.* 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.* A theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems
Mathematics of Computation. 2018. DOI : 10.1090/mcom/3209.* 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.* MATHICSE Technical Report : A posteriori error estimation for the stochastic collocation finite element method
2017* MATHICSE Technical Report : Multilevel ensemble Kalman filtering for spatio-temporal processes
2017* MATHICSE Technical Report : Multilevel weighted least squares polynomial approximation
2017* MATHICSE Technical Report : Symplectic dynamical low rank approximation of wave equations with random parameters
2017* MATHICSE Technical Report : Quantifying uncertain system outputs via the multilevel Monte Carlo method – Part I: Central moment estimation
2017* MATHICSE Technical Report : Continuation Multi-Level Monte-Carlo method for Uncertainty Quantification in Turbulent Compressible Aerodynamics Problems modeled by RANS
2017* MATHICSE Technical Report : Multilevel Monte Carlo approximation of functions
2017* Multi Level Monte Carlo Methods for Uncertainty Quantification and Robust Design Optimization in Aerodynamics
Lausanne, EPFL, 2017. DOI : 10.5075/epfl-thesis-8082.* 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.* MATHICSE Technical Report : Dual dynamically orthogonal approximation of incompressible Navier Stokes equations with random boundary conditions
2017* Dynamical Low Rank approximation of PDEs with random parameters
Lausanne, EPFL, 2017. DOI : 10.5075/epfl-thesis-7813.* 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.* On uncertainty quantification in hydrogeology and hydrogeophysics
Advances in Water Resources. 2017. DOI : 10.1016/j.advwatres.2017.10.014.* 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.* MATHICSE Technical Report : A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible aerodynamics
2016* MATHICSE Technical Report :Convergence analysis of Padé approximations for Helmholtz frequency response problems
2016* MATHICSE Technical Report : A posteriori error estimation for the steady Navier-Stokes equations in random domains
2016* Numerical Approximation of Flows in Random Porous Media
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-6860.* An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient
Sparse Grids and Applications - Stuttgart 2014; Berlin: Springer, 2016. p. 191 - 220.* 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.* 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.* 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. DOI : 10.2514/6.2016-4398.* 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.* Optimization of mesh hierarchies in multilevel Monte Carlo samplers
Stochastic Partial Differential Equations: Analysis and Computations. 2016. DOI : 10.1007/s40072-015-0049-7.* A posteriori error estimations for elliptic partial differential equations with small uncertainties
Numerical Methods for Partial Differential Equations. 2016. DOI : 10.1002/num.21991.* Multi-index Stochastic Collocation for random PDEs
Computer Methods in Applied Mechanics and Engineering. 2016. DOI : 10.1016/j.cma.2016.03.029.* 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 Monte Carlo: when sparsity meets sampling
Numerische Mathematik. 2016. DOI : 10.1007/s00211-015-0734-5.* 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.* A posteriori error estimation for partial differential equations with random input data
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-7260.* Efficient approximation of the contact area between rough surfaces
Engineering Mechanics Institute International Conference, Metz, France, October 25-27, 2016.* MATHICSE Technical Report : Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
2015* MATHICSE Technical Report : Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
2015* MATHICSE Technical Report : Multi-index stochastic collocation for random PDEs
2015* MATHICSE Technical Report : A theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems
2015* MATHICSE Technical Report : Convergence estimates in probability and in expectation for discrete least squares with noisy evaluations at random points
2015* MATHICSE Technical Report : An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
2015* MATHICSE Technical Report : Analysis of discrete least squares on multivariate polynomial spaces with evaluations at low-discrepancy point sets
2015* 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.* 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.* Numerical Mathematics and Advanced Applications - ENUMATH 2013
2015* 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.* 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.* 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.* Numerical Methods For Uncertainty Quantification
International Journal For Uncertainty Quantification. 2015. DOI : 10.1615/Int.J.UncertaintyQuantification.2015014190.* Analysis and Computation of Hyperbolic PDEs with Random Data
Encyclopedia of Applied and Computational Mathematics; 2015. p. 51 - 58.* 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.* Blood flow velocity field estimation via spatial regression with PDE penalization
Journal of the American Statistical Association. 2015. DOI : 10.1080/01621459.2014.946036.* 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.* Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs
Siam Journal on Scientific Computing. 2015. DOI : 10.1137/140967787.* MATHICSE Technical Report : A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients
2014* MATHICSE Technical Report : Discrete least squares polynomial approximation with random evaluations – application to parametric and stochastic elliptic PDES
2014* MATHICSE Technical Report : Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
2014* MATHICSE Technical Report : Tensor train approximation of moment equations for the log-normal Darcy problem
2014* MATHICSE Technical Report : Convergence of quasi-optimal sparse grid approximation of Hilbert-valued functions: application to random elliptic PDEs
2014* MATHICSE Technical Report : A posteriori error estimations for elliptic partial differential equations with small uncertainties
2014* MATHICSE Technical Report : Multi index Monte Carlo: when sparsity meets sampling
2014* MATHICSE Technical Report : Low-rank tensor approximation for high-order correlation functions of Gaussian random fields
2014* MATHICSE Technical Report : On the dynamically orthogonal approximation of time dependent random PDEs
2014* MATHICSE Technical Report : Optimization of mesh hierarchies in multilevel Monte Carlo samplers
2014* MATHICSE Technical Report : A continuation multilevel Monte Carlo algorithm
2014* 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.* 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.* 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.* 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.* Mixed Finite Elements for spatial regression with PDE penalization
SIAM/ASA Journal on Uncertainty Quantification. 2014. DOI : 10.1137/130925426.* Perturbation analysis for the Darcy problem with log-normal permeability
SIAM/ASA Journal on Uncertainty Quantification. 2014. DOI : 10.1137/130949415.* 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.* Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations
Foundations of Computational Mathematics. 2014. DOI : 10.1007/s10208-013-9186-4.* 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* MATHICSE Technical Report : Perturbation analysis for the Darcy problem with log-normal permeability
2013* 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.* 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.* MATHICSE Technical Report : A quasi-optimal sparse grids procedure for groundwater flows
2012* MATHICSE Technical Report : Analysis and computation of the elastic wave equation with random coefficients
2012* MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data
2012* MATHICSE Technical Report : Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
2012* MATHICSE Technical Report : Sparse spectral approximations for computing polynomial functionals
2012* MATHICSE Technical Report : Time accurate partitioned\ algorithms for the solution of fluid-structure\ interaction problems in haemodynamics
2012* An active strain electromechanical model for cardiac tissue
International Journal for Numerical Methods in Biomedical Engineering. 2012. DOI : 10.1002/cnm.1468.* 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.* Sparse spectral approximations for computing polynomial functionals
2012* Partitioned Algorithms for Fluid-Structure Interaction Problems in Haemodynamics
Milan Journal Of Mathematics. 2012. DOI : 10.1007/s00032-012-0194-7.* MATHICSE Technical Report : Analysis of the discrete $L^2$ projection on polynomial spaces with random evaluations
2011* MATHICSE Technical Report : A stochastic collocation method for the second order wave equation with a discontiuous random speed
2011* Trends in biomedical engineering: focus on Patient Specific Modeling and Life Support Systems
Journal Of Applied Biomaterials & Biomechanics. 2011. DOI : 10.5301/JABB.2011.8585.* Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients
ESAIM Proceedings. 2011. DOI : 10.1051/proc/201133002.* A posteriori error estimator for model adaptivity in electrocardiology
Computer Methods In Applied Mechanics And Engineering. 2011. DOI : 10.1016/j.cma.2010.03.009.* Electromechanical Coupling In Cardiac Dynamics: The Active Strain Approach
Siam Journal On Applied Mathematics. 2011. DOI : 10.1137/100788379.* Stochastic spectral Galerkin and collocation methods for PDEs with random coefficients: a numerical comparison
Spectral and high order methods for partial differential equations : selected papers from the ICOSAHOM ’09 Conference, June 22-26, Trondheim, Norway; Berlin: Springer, 2011. p. 43 - 62.* 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.* A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
Siam Review. 2010. DOI : 10.1137/100786356.* Analysis And Optimization Of Robin-Robin Partitioned Procedures In Fluid-Structure Interaction Problems
Siam Journal On Numerical Analysis. 2010. DOI : 10.1137/09076605X.* Robin-Robin preconditioned Krylov methods for fluid-structure interaction problems
Computer Methods In Applied Mechanics And Engineering. 2009. DOI : 10.1016/j.cma.2009.04.004.* A model-based block-triangular preconditioner for the Bidomain system in electrocardiology
Journal Of Computational Physics. 2009. DOI : 10.1016/j.jcp.2009.01.034.* Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients
INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING. 2009. DOI : 10.1002/nme.2656.* Coupling strategies for the numerical simulation of blood flow in deformable arteries by 3D and 1D models
Mathematical and Computer Modelling. 2009. DOI : 10.1016/j.mcm.2008.07.019.* An effective fluid-structure interaction formulation for vascular dynamics by generalized Robin conditions
Siam Journal On Scientific Computing. 2008. DOI : 10.1137/060678439.* A systematic approach to model validation based on Bayesian updates and prediction related rejection criteria
Computer Methods in Applied Mechanics and Engineering. 2008. DOI : 10.1016/j.cma.2007.08.031.* An anisotropic sparse grid stochastic collocation method for partial differential equations with random input data
Siam Journal On Numerical Analysis. 2008. DOI : 10.1137/070680540.* A sparse grid stochastic collocation method for partial differential equations with random input data
Siam Journal On Numerical Analysis. 2008. DOI : 10.1137/060663660.* Formulation of the static frame problem
Computer Methods In Applied Mechanics And Engineering. 2008. DOI : 10.1016/j.cma.2007.12.010.* Fluid-structure partitioned procedures based on Robin transmission conditions
Journal Of Computational Physics. 2008. DOI : 10.1016/j.jcp.2008.04.006.* Reliability of computational science
Numerical Methods For Partial Differential Equations. 2007. DOI : 10.1002/num.20263.* A stochastic collocation method for elliptic partial differential equations with random input data
Siam Journal On Numerical Analysis. 2007. DOI : 10.1137/050645142.* On the stability of the coupling of 3d and 1d fluid-structure interaction models for blood flow simulations
Esaim-Mathematical Modelling And Numerical Analysis-Modelisation Mathematique Et Analyse Numerique. 2007. DOI : 10.1051/m2an:2007039.* Worst case scenario analysis for elliptic problems with uncertainty
Numerische Mathematik. 2005. DOI : 10.1007/s00211-005-0601-x.* Theory and methodology for estimation and control of errors due to modeling, approximation, and uncertainty
Computer Methods In Applied Mechanics And Engineering. 2005. DOI : 10.1016/j.cma.2003.06.003.* Added-mass effect in the design of partitioned algorithms for fluid-structure problems
Computer Methods In Applied Mechanics And Engineering. 2005. DOI : 10.1016/j.cma.2004.12.005.* Worst-case scenario analysis for elliptic PDEs with uncertainty
2005. EURODYN, Paris, September 4-7, 2005. p. 889 - 894.* Analysis of a subdomain-based error estimator for finite element approximations of elliptic problems
Numerical Methods for Partial Differential Equations. 2004. DOI : 10.1002/num.10082.* Stability analysis of second-order time accurate schemes for ALE-FEM
Computer Methods In Applied Mechanics And Engineering. 2004. DOI : 10.1016/j.cma.2003.09.028.* A posteriori error estimates for the finite element approximation of the Stokes problem
TICAM Report 03-13. 2003.* Acceleration of a fixed point algorithm for fluid-structure interaction using transpiration conditions
2003. Second MIT conference on Computational Fluid and Solid Mechanics, MIT, Cambridge MA, USA.* Modified fixed point algorithm in fluid–structure interaction
Comptes rendus Mecanique. 2003. DOI : 10.1016/S1631-0721(03)00119-0.* A one-dimensional model for blood flow: Application to vascular prosthesis
2002. p. 137 - 153. DOI : 10.1007/978-3-642-56288-4_10.* Numerical treatment of defective boundary conditions for the Navier-Stokes equations
SIAM Journal on Numerical Analysis. 2002. DOI : 10.1137/S003614290038296X.* Advances on numerical modelling of blood flow problems
2001. ECCOMAS 2000.* On the coupling of 3D and 1D Navier-Stokes equations for flow problems in compliant vessels
Computer Methods in Applied Mechanics and Engineering. 2001. DOI : 10.1016/S0045-7825(01)00302-4.* Numerical approximation of fluid-structure interaction problems with application to haemodynamics
Lausanne, EPFL, 2001. DOI : 10.5075/epfl-thesis-2458.* A Stability Analysis for the Arbitrary Lagrangian Eulerian Formulation with Finite Elements
East-West Journal of Numerical Mathematics. 1999.* Fluid structure interaction in blood flow problems
1999. GAMM meeting, Bremen, 1998. p. S255 - S258. DOI : 10.1002/zamm.19990791367.* Multiscale modelling of the circulatory system: a preliminary analysis
1999. p. 75 - 83. DOI : 10.1007/s007910050030.Teaching & PhD
Teaching
Mathematics
PhD Students
Montanaro Veronica, Mossinelli Giacomo, Raviola Matteo, Saporiti Riccardo, Stauffer Noé, Trigo Trindade Thomas Simon Spencer, Van Dieren Eliott Arnaud M, 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.