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
Montanaro Veronica, 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.