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The workshop has brought together experts in the broad field of partial differential equations with highly heterogeneous coefficients. Analysts and computational and applied mathematicians have shared results and ideas on a topic of considerable interest b ...
Bedload transport rate in mountain rivers is highly fluctuating and has strong stochastic behavior even under steady flow conditions. Its stochastic description thus offers deeper insights into its dynamics than the deterministic one. As a random quantity, ...
We present an algorithm for determining the nature of stochastic processes together with its parameters based on the analysis of time series of inertial errors. The algorithm is suitable mainly (but not only) for situations when several stochastic processe ...
This work aims at identifying and quantifying uncertainties from various sources in human cardiovascular system based on stochastic simulation of a one dimensional arterial network. A general analysis of different uncertainties and probability characteriza ...
We consider the task of estimating an operator from sampled data. The operator, which is described by a rational transfer function, is applied to continuous-time white noise and the resulting continuous-time process is sampled uniformly. The main question ...
Simulating a building to predict its performance over the course of a full year requires an accurate representation of the stable and representative weather patterns of a location, i.e. a weather file. While weather file providers give due consideration to ...
International Building Performance Simulation Association2013
This project offers a rigorous introduction to the tools needed to construct a continuous stochastic process. Among other things, we give a very detailed proof of the Kolmogorov continuity criterion. We then construct a Brownian Motion following the formal ...
We consider a reach–avoid specification for a stochastic hybrid dynamical system defined as reaching a goal set at some finite time, while avoiding an unsafe set at all previous times. In contrast with earlier works which consider the target and avoid sets ...
We consider dynamical systems whose parameters are switched within a discrete set of values at equal time intervals. Similar to the blinking of the eye, switching is fast and occurs stochastically and independently for different time intervals. There are t ...
In this paper, we study deterministic limits of Markov processes having discontinuous drifts. While most results assume that the limiting dynamics is continuous, we show that these conditions are not necessary to prove convergence to a deterministic system ...