Concept

Gaussian elimination

Related publications (47)

The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractional heat equations in spatial dimension

1

driven by space-time white noise. The main topic is the study of hitting probabilities for the solutions to these ...

EPFL2018

MATHICSE Technical Report : Fast QR decomposition of HODLR matrices

Daniel Kressner, Ana Susnjara

The efficient and accurate QR decomposition for matrices with hierarchical low-rank structures, such as HODLR and hierarchical matrices, has been challenging. Existing structure-exploiting algorithms are prone to numerical instability as they proceed indi- ...

MATHICSE2018

MATHICSE Technical Report : Incremental computation of block triangular matrix exponentials with application to option pricing

Daniel Kressner, Robert Gerhard Jérôme Luce, Francesco Statti

We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option pricing in polynomia ...

MATHICSE2017

Efficient Quantum Monte Carlo simulations of highly frustrated magnets: the frustrated spin-1/2 ladder

Frédéric Mila, Bruce Normand

Quantum Monte Carlo simulations provide one of the more powerful and versatile numerical approaches to condensed matter systems. However, their application to frustrated quantum spin models, in all relevant temperature regimes, is hamstrung by the infamous ...

2017

Closed fringe demodulation using phase decomposition by Fourier basis functions

Pramod Rastogi, Rishikesh Dilip Kulkarni

We report a new technique for the demodulation of a closed fringe pattern by representing the phase as a weighted linear combination of a certain number of linearly independent Fourier basis functions in a given row/column at a time. A state space model is ...

2016

Ad Hoc Microphone Array Calibration: Euclidean Distance Matrix Completion Algorithm and Theoretical Guarantees

Hervé Bourlard, Philip Neil Garner, Afsaneh Asaei, Mohammadjavad Taghizadeh, Reza Parhizkar

This paper addresses the problem of ad hoc microphone array calibration where only partial information about the distances between the microphones is available. We construct a matrix consisting of the pairwise distances and propose to estimate the missing ...

2015

How to Sequentialize Independent Parallel Attacks? - Biased Distributions Have a Phase Transition

Serge Vaudenay, Sonia Mihaela Bogos

We assume a scenario where an attacker can mount several independent attacks on a single CPU. Each attack can be run several times in independent ways. Each attack can succeed after a given number of steps with some given and known probability. A natural q ...

2015

Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process

Sebastian Engelke

The convergence of properly time-scaled and normalized maxima of independent standard Brownian motions to the Brown-Resnick process is well-known in the literature. In this paper, we study the extremal functional behavior of non-Gaussian processes, namely ...

Elsevier Science Bv2015

Compute-and-Forward using nested linear codes for the Gaussian MAC

Michael Christoph Gastpar, Jingge Zhu

The classical modulo-lattice construction of Erez et al. has been successfully applied to several coding problems under Gaussian noise, including coding for computation over multiple-access channels (MAC). For the latter problem, an alternative constructio ...

2015

Verification of Component-based Systems via Predicate Abstraction and Simultaneous Set Reduction

Simon Bliudze, Qiang Wang

This paper presents a novel safety property verification approach for component-based systems modelled in BIP (Behaviour, Interaction and Priority), encompassing multiparty synchronisation with data transfer and priority. Our contributions consist of: (1 ...

Springer2015

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The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

Fei Pu

In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractional heat equations in spatial dimension

1

driven by space-time white noise. The main topic is the study of hitting probabilities for the solutions to these ...

EPFL2018