Publications by Fabio Nobile | EPFL Graph Search

Probabilistic Load Forecasting of distribution power systems based on empirical copulas

Accurate and reliable electricity load forecasts are becoming increasingly important as the share of intermittent resources in the system increases. Distribution System Operators (DSOs) are called to accurately forecast their production and consumption to ...

Elsevier BV2025

Error estimates for SUPG-stabilised Dynamical Low Rank Approximations

Fabio Nobile, Thomas Simon Spencer Trigo Trindade

We perform an error analysis of a fully discretised Streamline Upwind Petrov Galerkin Dynamical Low Rank (SUPG-DLR) method for random time-dependent advection-dominated problems. The time integration scheme has a splitting-like nature, allowing for potenti ...

Springer Nature Switzerland2025

Dynamical Low-Rank Approximation for Stochastic Differential Equations

Fabio Nobile, Yoshihito Kazashi, Fabio Zoccolan

In this paper, we set the mathematical foundations of the Dynamical Low-Rank Approximation (DLRA) method for stochastic differential equations (SDEs). DLRA aims at approximating the solution as a linear combination of a small number of basis vectors with r ...

American Mathematical Society (AMS)2024

Petrov-Galerkin Dynamical Low Rank Approximation: SUPG stabilisation of advection-dominated problems

Fabio Nobile, Thomas Simon Spencer Trigo Trindade

We propose a novel framework of generalised Petrov-Galerkin Dynamical Low Rank Approximations (DLR) in the context of random PDEs. It builds on the standard Dynamical Low Rank Approximations in their Dynamically Orthogonal formulation. It allows to seamles ...

Elsevier BV2024

Personalized computational electro-mechanics simulations to optimize cardiac resynchronization therapy

Fabio Nobile

In this study, we present a computational framework designed to evaluate virtual scenarios of cardiac resynchronization therapy (CRT) and compare their effectiveness based on relevant clinical biomarkers. Our approach involves electro-mechanical numerical ...

2024

A multigrid method for PDE-constrained optimization with uncertain inputs

Fabio Nobile, Tommaso Vanzan

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence analysis of collective ...

Springer Science and Business Media LLC2024

A Combination Technique for Optimal Control Problems Constrained by Random PDEs

Fabio Nobile, Tommaso Vanzan

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of optimal control problems (OCPs) constrained by random partial differential equ ...

2024

Unbiased Likelihood Estimation of Wright–Fisher Diffusion Processes

Fabio Nobile

In this paper we propose a Monte Carlo maximum likelihood estimation strategy for discretely observed Wright–Fisher diffusions. Our approach provides an unbiased estimator of the likelihood function and is based on exact simulation techniques that are of s ...

Springer Cham2024

Density estimation in RKHS with application to Korobov spaces in high dimensions

Fabio Nobile, Yoshihito Kazashi

A kernel method for estimating a probability density function from an independent and identically distributed sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined b ...

2023

Parametric Reduced Order Model of a Gas Bearings Supported Rotor

Fabio Nobile, Jürg Alexander Schiffmann, Dimitri Maurice Goutaudier

Gas bearings use pressurized gas as a lubricant to support and guide rotating machinery. These bearings have a number of advantages over traditional lubricated bearings, including higher efficiency in a variety of applications and reduced maintenance requi ...

2023