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We consider the numerical approximation of an optimal control problem for an elliptic Partial Differential Equation (PDE) with random coefficients. Specifically, the control function is a deterministic, distributed forcing term that minimizes the expected ...
2021
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Physically based differentiable rendering algorithms propagate derivatives through realistic light transport simulations and have applications in diverse areas including inverse reconstruction and machine learning. Recent progress has led to unbiased metho ...
We design and analyse the performance of a multilevel ensemble Kalman filter method (MLEnKF) for filtering settings where the underlying state-space model is an infinite-dimensional spatio-temporal process. We consider underlying models that needs to be si ...
Mechanical and functional properties of Oxide Dispersion Strengthened (ODS) ferritic/martensitic steels are strongly related to their microstructures. Thus, numerical modeling of microstructure evolution during ODS forming is of prime importance. In this w ...
In this work, we present and apply schemes to determine from first-principles calculations the relevant effective parameters used in phase field theory simulations of battery compounds. In particular, we derive that a consistent free energy density can be ...
In this work we introduce and analyze a novel multilevel Monte Carlo (MLMC) estimator for the accurate approximation of central moments of system outputs affected by uncertainties. Central moments play a central role in many disciplines to characterize a r ...
In this work, we show that uniform integrability is not a necessary condition for central limit theorems (CLT) to hold for normalized multilevel Monte Carlo (MLMC) estimators and we provide near optimal weaker conditions under which the CLT is achieved. In ...
2019
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We develop a real-time full configuration-interaction quantum Monte Carlo approach to model driven-dissipative open quantum systems with Markovian system-bath coupling. The method enables stochastic sampling of the Liouville–von Neumann time evolution of t ...
2018
Many-body open quantum systems are exposed to an essentially uncontrollable environment that acts as a source of decoherence and dissipation. As the exact treatment of such models is generally unfeasible, it is favourable to formulate an approximate descri ...
EPFL2020
Extreme events are responsible for huge material damage and are costly in terms of their human and economic impacts. They strike all facets of modern society, such as physical infrastructure and insurance companies through environmental hazards, banking an ...
