Concept

Random variable

Related publications (449)

MATHICSE Technical Report : Analytic regularity and collocation approximation for PDEs with random domain deformations

In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by N random variables. The elliptic problem is remap ...

MATHICSE2013

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Fabio Nobile, Giovanni Migliorati, Erik Gustaf Bogislaw Von Schwerin

In this work we consider the random discrete

L^2

projection on polynomial spaces (hereafter RDP) for the approximation of scalar quantities of interest (QOIs) related to the solution of a partial differential equation model with random input parameters. ...

Siam Publications2013

Density approximations for multivariate affine jump-diffusion processes

Damir Filipovic

We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess all polynomial mom ...

Elsevier2013

MATHICSE Technical Report : Perturbation analysis for the Darcy problem with log-normal permeability

Fabio Nobile, Francesca Bonizzoni

We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...

MATHICSE2013

Robust Capacity Assignment Solutions for Telecommunications Networks with Uncertain Demands

Frédéric Louis François Babonneau

We consider the capacity planning of telecommunications networks with linear investment costs and uncertain future traffic demands. Transmission capacities must be large enough to meet, with a high quality of service (QoS), the range of possible demands, a ...

Wiley-Blackwell2013

Lyapunov Exponents of Random Walks in Small Random Potential: The Lower Bound

Thomas Mountford, Jean-Christophe Mourrat

We consider the simple random walk on , d > 3, evolving in a potential of the form beta V, where are i.i.d. random variables taking values in [0, + a), and beta > 0. When the potential is integrable, the asymptotic behaviours as beta tends to 0 of the asso ...

Springer Berlin Heidelberg2013

Multistable randomly switching oscillators: The odds of meeting a ghost

Martin Hasler, Igor Belykh

We consider oscillators whose parameters randomly switch between two values at equal time intervals. If random switching is fast compared to the oscillator's intrinsic time scale, one expects the switching system to follow the averaged system, obtained by ...

Springer Verlag2013

What are the Odds? Probabilistic programming in Scala

Tiark Rompf, Nada Amin, Sandro Stucki, Manohar Jonnalagedda

Probabilistic programming is a powerful high-level paradigm for probabilistic modeling and inference. We present Odds, a small domain-specific language (DSL) for probabilistic programming, embedded in Scala. Odds provides first-class support for random var ...

ACM2013

Application of the Cascaded Transmission Line Theory of Paul and McKnight to the Evaluation of NEXT and FEXT in Twisted Wire Pair Bundles

Marcos Rubinstein, Carlos Alberto Romero Romero, Nicolas Mora Parra, Abraham Rubinstein, Abdolhamid Shoory

The cascaded transmission line theory of Paul and McKnight is used in this paper to predict near-end crosstalk (NEXT) and far-end crosstalk (FEXT) in a bundle of twisted wire pairs. The approach is validated using the CST Cable Studio commercial software a ...

Ieee-Inst Electrical Electronics Engineers Inc2013

A stochastic collocation method for the second order wave equation with a discontinuous random speed

Fabio Nobile

In this paper we propose and analyze a stochastic collocation method for solving the second order wave equation with a random wave speed and subjected to deterministic boundary and initial conditions. The speed is piecewise smooth in the physical space and ...

Springer Verlag2013

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.

Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces

Fabio Nobile, Giovanni Migliorati, Erik Gustaf Bogislaw Von Schwerin

In this work we consider the random discrete

L^2

Siam Publications2013