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.
Despite the widespread empirical success of ResNet, the generalization properties of deep ResNet are rarely explored beyond the lazy training regime. In this work, we investigate scaled ResNet in the limit of infinitely deep and wide neural networks, of wh ...
Using a variational method, we prove the existence of heteroclinic solutions for a 6-dimensional system of ordinary differential equations. We derive this system from the classical Benard-Rayleigh problem near the convective instability threshold. The cons ...
In this paper, we propose a reduced-order modeling strategy for two-way Dirichlet-Neumann parametric coupled problems solved with domain-decomposition (DD) sub-structuring methods. We split the original coupled differential problem into two sub-problems wi ...
We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...
In this paper, we set the mathematical foundations of the Dynamical Low Rank Approximation (DLRA) method for high-dimensional stochastic differential equations. DLRA aims at approximating the solution as a linear combination of a small number of basis vect ...
We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...
This paper proposes an algorithm to upper-bound maximal quantile statistics of a state function over the course of a Stochastic Differential Equation (SDE) system execution. This chance-peak problem is posed as a nonconvex program aiming to maximize the Va ...
Isogeometric analysis is a powerful paradigm which exploits the high smoothness of splines for the numerical solution of high order partial differential equations. However, the tensor-product structure of standard multivariate B-spline models is not well s ...
We study the compact support property for solutions of the following stochastic partial differential equations: partial derivative tu=aijuxixj(t,x)+biuxi(t,x)+cu+h(t,x,u(t,x))F-center dot(t,x),(t,x)is an element of(0,infinity)xRd,where F-center dot is a sp ...
In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity term. Large devi ...