Publications related to Option style

HTS high current cable for fusion application

State-of-the-art magnets of fusion devices, which are based on low temperature superconductors (LTS), have almost reached their technological limits in terms of generated magnetic fields. Further progress can be made using novel high temperature supercondu ...

EPFL2017

Maintainable Online Classes

Alexandre David Koo

This project was initialized by Professor Prandoni from EPFL in the context of a bachelor project entitled "Maintainable Online Coursese". The motivations for this project was the lack of intuitive slideshow annotation software considering the current boom ...

2016

Exploring stabilisation techniques for the reduced basis approximation of avection-diffusion PDEs

Christèle Marie Zbinden

In this thesis, we explore possible stabilisation methods for the reduce basis approximation of advection-diffusion problems, for which the advection term is dominating. The options we consider are mainly inspired by the Variational Multiscale method (VMS) ...

2016

Quadratic variance swap models

Damir Filipovic, Loriano Mancini

We introduce a novel class of term structure models for variance swaps. The multivariate state process is characterized by a quadratic diffusion function. The variance swap curve is quadratic in the state variable and available in closed form, greatly faci ...

Elsevier2016

MATHICSE Technical Report : Fast computation of the matrix exponential for a Toeplitz matrix

Daniel Kressner, Robert Gerhard Jérôme Luce

The computation of the matrix exponential is a ubiquitous operation in numerical mathematics, and for a general, unstructured n×n matrix it can be computed in O(n3) operations. An interesting problem arises if the input matrix is a Toeplitz matrix, for exa ...

MATHICSE2016

Note on the relation between profile scalelengths and lambda's

Olivier Sauter

The calculation of the inverse scalelengths

R/L_T

,

R/L_n

may depend on the choice of the radial variable, depending on the definition of the scalelength. The value of

\lambda_T

and

\lambda_n

, as defined in [O. Sauter {\it et al}, Phys. Plasmas {\bf ...

SPC-EPFL2016

Train Timetable Design Under Elastic Passenger Demand

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Shadi Sharif Azadeh, Mohammad Yousef Maknoon, Tomas Robenek

We integrate a probabilistic demand model in the train timetabling problem. We use a logit model that we calibrate to reflect the known demand elasticities. We further include a competing operator as an opt-out option for the passengers. Subsequently, we i ...

2016

CO2-mitigation options for the offshore oil and gas sector

François Maréchal, Tuong-Van Nguyen, Laurence Tock

The offshore extraction of oil and gas is an energy-intensive process leading to the production of CO2 and methane, discharged into the atmosphere, and of chemicals, rejected into the sea. The taxation of these emissions, in Norway, has encouraged the deve ...

2016

The Vanishing Hand: Efficient Market Design for Future Power Systems

Anjali Devi Vanapilli Nursimulu

Transition to low-carbon power systems is in progress, fuelled by policy-driven accelerated deployment of new renewable electricity generation technologies (wind and solar), smart electrification, prosumerisation and digitisation. Largely occurring against ...

2016

Solar disinfection is an augmentable, in situ-generated photo-Fenton reaction Part 2: A review of the applications for drinking water and wastewater disinfection

César Pulgarin, Stefanos Giannakis

This is the second part of a comprehensive review article about photo-Fenton reaction at near-neutral pH used for water and wastewater disinfection. In this part, a critical revision of the fundamental physical, chemical and biological parameters affecting ...

Elsevier2016

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HTS high current cable for fusion application

Maintainable Online Classes

Exploring stabilisation techniques for the reduced basis approximation of avection-diffusion PDEs

Quadratic variance swap models

MATHICSE Technical Report : Fast computation of the matrix exponential for a Toeplitz matrix

Note on the relation between profile scalelengths and lambda's

Train Timetable Design Under Elastic Passenger Demand

CO2-mitigation options for the offshore oil and gas sector

The Vanishing Hand: Efficient Market Design for Future Power Systems

Solar disinfection is an augmentable, in situ-generated photo-Fenton reaction Part 2: A review of the applications for drinking water and wastewater disinfection

Quadratic variance swap models

MATHICSE Technical Report : Fast computation of the matrix exponential for a Toeplitz matrix

The Vanishing Hand: Efficient Market Design for Future Power Systems

HTS high current cable for fusion application

Solar disinfection is an augmentable, in situ-generated photo-Fenton reaction Part 2: A review of the applications for drinking water and wastewater disinfection

Exploring stabilisation techniques for the reduced basis approximation of avection-diffusion PDEs

Train Timetable Design Under Elastic Passenger Demand

Note on the relation between profile scalelengths and lambda's

Maintainable Online Classes

CO2-mitigation options for the offshore oil and gas sector