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Fabio Nobile

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Fabio Nobile

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Analytic regularity and collocation approximation for elliptic PDEs with Random domain deformations

MATHICSE Technical Report : A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible aerodynamics

Low-rank tensor approximation for high-order correlation functions of Gaussian random fields

MATHICSE Technical Report : A theoretical study of COmpRessed SolvING for advection-diffusion-reaction problems

Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs

A Multi Level Monte Carlo Method with Control Variate for elliptic PDEs with log-normal coefficients

MATHICSE Technical Report : An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient

A continuation multilevel Monte Carlo algorithm

Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs

Blood flow velocity field estimation via spatial regression with PDE penalization